ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
131-120 |
131-100 |
-0-020 |
0.0% |
132-240 |
High |
131-200 |
131-190 |
-0-010 |
0.0% |
132-260 |
Low |
131-040 |
131-090 |
0-050 |
0.1% |
131-040 |
Close |
131-090 |
131-140 |
0-050 |
0.1% |
131-140 |
Range |
0-160 |
0-100 |
-0-060 |
-37.5% |
1-220 |
ATR |
0-154 |
0-150 |
-0-004 |
-2.5% |
0-000 |
Volume |
21,261 |
15,328 |
-5,933 |
-27.9% |
62,955 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-120 |
132-070 |
131-195 |
|
R3 |
132-020 |
131-290 |
131-168 |
|
R2 |
131-240 |
131-240 |
131-158 |
|
R1 |
131-190 |
131-190 |
131-149 |
131-215 |
PP |
131-140 |
131-140 |
131-140 |
131-152 |
S1 |
131-090 |
131-090 |
131-131 |
131-115 |
S2 |
131-040 |
131-040 |
131-122 |
|
S3 |
130-260 |
130-310 |
131-112 |
|
S4 |
130-160 |
130-210 |
131-085 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-273 |
135-267 |
132-117 |
|
R3 |
135-053 |
134-047 |
131-288 |
|
R2 |
133-153 |
133-153 |
131-239 |
|
R1 |
132-147 |
132-147 |
131-190 |
132-040 |
PP |
131-253 |
131-253 |
131-253 |
131-200 |
S1 |
130-247 |
130-247 |
131-090 |
130-140 |
S2 |
130-033 |
130-033 |
131-041 |
|
S3 |
128-133 |
129-027 |
130-312 |
|
S4 |
126-233 |
127-127 |
130-163 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-260 |
131-040 |
1-220 |
1.3% |
0-142 |
0.3% |
19% |
False |
False |
12,591 |
10 |
133-100 |
131-040 |
2-060 |
1.7% |
0-142 |
0.3% |
14% |
False |
False |
9,803 |
20 |
134-180 |
131-040 |
3-140 |
2.6% |
0-162 |
0.4% |
9% |
False |
False |
5,964 |
40 |
134-180 |
131-040 |
3-140 |
2.6% |
0-102 |
0.2% |
9% |
False |
False |
3,090 |
60 |
134-180 |
131-040 |
3-140 |
2.6% |
0-076 |
0.2% |
9% |
False |
False |
2,062 |
80 |
134-180 |
129-300 |
4-200 |
3.5% |
0-057 |
0.1% |
32% |
False |
False |
1,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-295 |
2.618 |
132-132 |
1.618 |
132-032 |
1.000 |
131-290 |
0.618 |
131-252 |
HIGH |
131-190 |
0.618 |
131-152 |
0.500 |
131-140 |
0.382 |
131-128 |
LOW |
131-090 |
0.618 |
131-028 |
1.000 |
130-310 |
1.618 |
130-248 |
2.618 |
130-148 |
4.250 |
129-305 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
131-140 |
131-165 |
PP |
131-140 |
131-157 |
S1 |
131-140 |
131-148 |
|