ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
131-170 |
131-190 |
0-020 |
0.0% |
132-240 |
High |
131-180 |
132-140 |
0-280 |
0.7% |
132-260 |
Low |
131-030 |
131-190 |
0-160 |
0.4% |
131-040 |
Close |
131-160 |
132-070 |
0-230 |
0.5% |
131-140 |
Range |
0-150 |
0-270 |
0-120 |
80.0% |
1-220 |
ATR |
0-151 |
0-161 |
0-011 |
7.1% |
0-000 |
Volume |
13,798 |
40,631 |
26,833 |
194.5% |
62,955 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-197 |
134-083 |
132-218 |
|
R3 |
133-247 |
133-133 |
132-144 |
|
R2 |
132-297 |
132-297 |
132-120 |
|
R1 |
132-183 |
132-183 |
132-095 |
132-240 |
PP |
132-027 |
132-027 |
132-027 |
132-055 |
S1 |
131-233 |
131-233 |
132-045 |
131-290 |
S2 |
131-077 |
131-077 |
132-020 |
|
S3 |
130-127 |
130-283 |
131-316 |
|
S4 |
129-177 |
130-013 |
131-242 |
|
|
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 |
132-140 |
131-030 |
1-110 |
1.0% |
0-168 |
0.4% |
84% |
True |
False |
21,259 |
10 |
132-260 |
131-030 |
1-230 |
1.3% |
0-154 |
0.4% |
65% |
False |
False |
15,009 |
20 |
134-110 |
131-030 |
3-080 |
2.5% |
0-174 |
0.4% |
35% |
False |
False |
9,302 |
40 |
134-180 |
131-030 |
3-150 |
2.6% |
0-117 |
0.3% |
32% |
False |
False |
4,833 |
60 |
134-180 |
131-030 |
3-150 |
2.6% |
0-082 |
0.2% |
32% |
False |
False |
3,223 |
80 |
134-180 |
130-000 |
4-180 |
3.5% |
0-064 |
0.2% |
49% |
False |
False |
2,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-008 |
2.618 |
134-207 |
1.618 |
133-257 |
1.000 |
133-090 |
0.618 |
132-307 |
HIGH |
132-140 |
0.618 |
132-037 |
0.500 |
132-005 |
0.382 |
131-293 |
LOW |
131-190 |
0.618 |
131-023 |
1.000 |
130-240 |
1.618 |
130-073 |
2.618 |
129-123 |
4.250 |
128-002 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
132-048 |
132-022 |
PP |
132-027 |
131-293 |
S1 |
132-005 |
131-245 |
|