ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 30-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
132-215 |
132-265 |
0-050 |
0.1% |
132-120 |
High |
132-280 |
133-015 |
0-055 |
0.1% |
132-195 |
Low |
132-175 |
132-185 |
0-010 |
0.0% |
131-220 |
Close |
132-250 |
132-215 |
-0-035 |
-0.1% |
132-180 |
Range |
0-105 |
0-150 |
0-045 |
42.9% |
0-295 |
ATR |
0-167 |
0-166 |
-0-001 |
-0.7% |
0-000 |
Volume |
348,127 |
291,929 |
-56,198 |
-16.1% |
4,982,695 |
|
Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-055 |
133-285 |
132-298 |
|
R3 |
133-225 |
133-135 |
132-256 |
|
R2 |
133-075 |
133-075 |
132-242 |
|
R1 |
132-305 |
132-305 |
132-229 |
132-275 |
PP |
132-245 |
132-245 |
132-245 |
132-230 |
S1 |
132-155 |
132-155 |
132-201 |
132-125 |
S2 |
132-095 |
132-095 |
132-188 |
|
S3 |
131-265 |
132-005 |
132-174 |
|
S4 |
131-115 |
131-175 |
132-132 |
|
|
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 |
133-015 |
131-220 |
1-115 |
1.0% |
0-165 |
0.4% |
72% |
True |
False |
799,579 |
10 |
133-015 |
131-220 |
1-115 |
1.0% |
0-172 |
0.4% |
72% |
True |
False |
880,658 |
20 |
133-255 |
131-220 |
2-035 |
1.6% |
0-160 |
0.4% |
47% |
False |
False |
816,086 |
40 |
133-270 |
131-220 |
2-050 |
1.6% |
0-173 |
0.4% |
46% |
False |
False |
870,342 |
60 |
133-270 |
131-030 |
2-240 |
2.1% |
0-168 |
0.4% |
57% |
False |
False |
661,464 |
80 |
134-180 |
131-030 |
3-150 |
2.6% |
0-157 |
0.4% |
45% |
False |
False |
496,446 |
100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-131 |
0.3% |
45% |
False |
False |
397,163 |
120 |
134-180 |
131-030 |
3-150 |
2.6% |
0-112 |
0.3% |
45% |
False |
False |
330,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-012 |
2.618 |
134-088 |
1.618 |
133-258 |
1.000 |
133-165 |
0.618 |
133-108 |
HIGH |
133-015 |
0.618 |
132-278 |
0.500 |
132-260 |
0.382 |
132-242 |
LOW |
132-185 |
0.618 |
132-092 |
1.000 |
132-035 |
1.618 |
131-262 |
2.618 |
131-112 |
4.250 |
130-188 |
|
|
Fisher Pivots for day following 30-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
132-260 |
132-188 |
PP |
132-245 |
132-160 |
S1 |
132-230 |
132-132 |
|