ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
132-085 |
131-280 |
-0-125 |
-0.3% |
132-120 |
High |
132-095 |
132-195 |
0-100 |
0.2% |
132-195 |
Low |
131-220 |
131-250 |
0-030 |
0.1% |
131-220 |
Close |
131-290 |
132-180 |
0-210 |
0.5% |
132-180 |
Range |
0-195 |
0-265 |
0-070 |
35.9% |
0-295 |
ATR |
0-165 |
0-172 |
0-007 |
4.4% |
0-000 |
Volume |
1,293,522 |
1,121,916 |
-171,606 |
-13.3% |
4,982,695 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-257 |
134-163 |
133-006 |
|
R3 |
133-312 |
133-218 |
132-253 |
|
R2 |
133-047 |
133-047 |
132-229 |
|
R1 |
132-273 |
132-273 |
132-204 |
133-000 |
PP |
132-102 |
132-102 |
132-102 |
132-125 |
S1 |
132-008 |
132-008 |
132-156 |
132-055 |
S2 |
131-157 |
131-157 |
132-131 |
|
S3 |
130-212 |
131-063 |
132-107 |
|
S4 |
129-267 |
130-118 |
132-034 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-017 |
134-233 |
133-022 |
|
R3 |
134-042 |
133-258 |
132-261 |
|
R2 |
133-067 |
133-067 |
132-234 |
|
R1 |
132-283 |
132-283 |
132-207 |
133-015 |
PP |
132-092 |
132-092 |
132-092 |
132-118 |
S1 |
131-308 |
131-308 |
132-153 |
132-040 |
S2 |
131-117 |
131-117 |
132-126 |
|
S3 |
130-142 |
131-013 |
132-099 |
|
S4 |
129-167 |
130-038 |
132-018 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-195 |
131-220 |
0-295 |
0.7% |
0-180 |
0.4% |
95% |
True |
False |
996,539 |
10 |
133-130 |
131-220 |
1-230 |
1.3% |
0-175 |
0.4% |
51% |
False |
False |
969,602 |
20 |
133-255 |
131-220 |
2-035 |
1.6% |
0-156 |
0.4% |
41% |
False |
False |
854,649 |
40 |
133-270 |
131-220 |
2-050 |
1.6% |
0-178 |
0.4% |
41% |
False |
False |
908,652 |
60 |
133-270 |
131-030 |
2-240 |
2.1% |
0-171 |
0.4% |
53% |
False |
False |
650,924 |
80 |
134-180 |
131-030 |
3-150 |
2.6% |
0-154 |
0.4% |
42% |
False |
False |
488,451 |
100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-129 |
0.3% |
42% |
False |
False |
390,762 |
120 |
134-180 |
130-270 |
3-230 |
2.8% |
0-109 |
0.3% |
46% |
False |
False |
325,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-041 |
2.618 |
134-249 |
1.618 |
133-304 |
1.000 |
133-140 |
0.618 |
133-039 |
HIGH |
132-195 |
0.618 |
132-094 |
0.500 |
132-062 |
0.382 |
132-031 |
LOW |
131-250 |
0.618 |
131-086 |
1.000 |
130-305 |
1.618 |
130-141 |
2.618 |
129-196 |
4.250 |
128-084 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
132-141 |
132-136 |
PP |
132-102 |
132-092 |
S1 |
132-062 |
132-048 |
|