ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
132-130 |
132-085 |
-0-045 |
-0.1% |
133-100 |
High |
132-160 |
132-095 |
-0-065 |
-0.2% |
133-130 |
Low |
132-050 |
131-220 |
-0-150 |
-0.4% |
131-290 |
Close |
132-120 |
131-290 |
-0-150 |
-0.4% |
132-125 |
Range |
0-110 |
0-195 |
0-085 |
77.3% |
1-160 |
ATR |
0-160 |
0-165 |
0-004 |
2.7% |
0-000 |
Volume |
942,403 |
1,293,522 |
351,119 |
37.3% |
4,713,329 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-253 |
133-147 |
132-077 |
|
R3 |
133-058 |
132-272 |
132-024 |
|
R2 |
132-183 |
132-183 |
132-006 |
|
R1 |
132-077 |
132-077 |
131-308 |
132-032 |
PP |
131-308 |
131-308 |
131-308 |
131-286 |
S1 |
131-202 |
131-202 |
131-272 |
131-158 |
S2 |
131-113 |
131-113 |
131-254 |
|
S3 |
130-238 |
131-007 |
131-236 |
|
S4 |
130-043 |
130-132 |
131-183 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-022 |
136-073 |
133-069 |
|
R3 |
135-182 |
134-233 |
132-257 |
|
R2 |
134-022 |
134-022 |
132-213 |
|
R1 |
133-073 |
133-073 |
132-169 |
132-288 |
PP |
132-182 |
132-182 |
132-182 |
132-129 |
S1 |
131-233 |
131-233 |
132-081 |
131-128 |
S2 |
131-022 |
131-022 |
132-037 |
|
S3 |
129-182 |
130-073 |
131-313 |
|
S4 |
128-022 |
128-233 |
131-181 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-160 |
131-220 |
0-260 |
0.6% |
0-163 |
0.4% |
27% |
False |
True |
935,447 |
10 |
133-170 |
131-220 |
1-270 |
1.4% |
0-162 |
0.4% |
12% |
False |
True |
929,667 |
20 |
133-270 |
131-220 |
2-050 |
1.6% |
0-151 |
0.4% |
10% |
False |
True |
847,721 |
40 |
133-270 |
131-220 |
2-050 |
1.6% |
0-176 |
0.4% |
10% |
False |
True |
893,066 |
60 |
133-280 |
131-030 |
2-250 |
2.1% |
0-171 |
0.4% |
29% |
False |
False |
632,289 |
80 |
134-180 |
131-030 |
3-150 |
2.6% |
0-152 |
0.4% |
23% |
False |
False |
474,427 |
100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-126 |
0.3% |
23% |
False |
False |
379,543 |
120 |
134-180 |
130-270 |
3-230 |
2.8% |
0-107 |
0.3% |
29% |
False |
False |
316,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-284 |
2.618 |
133-286 |
1.618 |
133-091 |
1.000 |
132-290 |
0.618 |
132-216 |
HIGH |
132-095 |
0.618 |
132-021 |
0.500 |
131-318 |
0.382 |
131-294 |
LOW |
131-220 |
0.618 |
131-099 |
1.000 |
131-025 |
1.618 |
130-224 |
2.618 |
130-029 |
4.250 |
129-031 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
131-318 |
132-030 |
PP |
131-308 |
132-010 |
S1 |
131-299 |
131-310 |
|