ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
132-270 |
133-040 |
0-090 |
0.2% |
132-215 |
High |
133-075 |
133-055 |
-0-020 |
0.0% |
133-020 |
Low |
132-250 |
132-200 |
-0-050 |
-0.1% |
132-100 |
Close |
133-045 |
132-225 |
-0-140 |
-0.3% |
132-250 |
Range |
0-145 |
0-175 |
0-030 |
20.7% |
0-240 |
ATR |
0-166 |
0-166 |
0-001 |
0.4% |
0-000 |
Volume |
724,924 |
766,573 |
41,649 |
5.7% |
3,514,915 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-152 |
134-043 |
133-001 |
|
R3 |
133-297 |
133-188 |
132-273 |
|
R2 |
133-122 |
133-122 |
132-257 |
|
R1 |
133-013 |
133-013 |
132-241 |
132-300 |
PP |
132-267 |
132-267 |
132-267 |
132-250 |
S1 |
132-158 |
132-158 |
132-209 |
132-125 |
S2 |
132-092 |
132-092 |
132-193 |
|
S3 |
131-237 |
131-303 |
132-177 |
|
S4 |
131-062 |
131-128 |
132-129 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-310 |
134-200 |
133-062 |
|
R3 |
134-070 |
133-280 |
132-316 |
|
R2 |
133-150 |
133-150 |
132-294 |
|
R1 |
133-040 |
133-040 |
132-272 |
133-095 |
PP |
132-230 |
132-230 |
132-230 |
132-258 |
S1 |
132-120 |
132-120 |
132-228 |
132-175 |
S2 |
131-310 |
131-310 |
132-206 |
|
S3 |
131-070 |
131-200 |
132-184 |
|
S4 |
130-150 |
130-280 |
132-118 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-075 |
132-100 |
0-295 |
0.7% |
0-164 |
0.4% |
42% |
False |
False |
873,271 |
10 |
133-075 |
131-220 |
1-175 |
1.2% |
0-164 |
0.4% |
66% |
False |
False |
836,425 |
20 |
133-170 |
131-220 |
1-270 |
1.4% |
0-166 |
0.4% |
55% |
False |
False |
863,567 |
40 |
133-270 |
131-220 |
2-050 |
1.6% |
0-167 |
0.4% |
47% |
False |
False |
858,986 |
60 |
133-270 |
131-030 |
2-240 |
2.1% |
0-170 |
0.4% |
59% |
False |
False |
733,583 |
80 |
134-180 |
131-030 |
3-150 |
2.6% |
0-163 |
0.4% |
46% |
False |
False |
551,001 |
100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-138 |
0.3% |
46% |
False |
False |
440,826 |
120 |
134-180 |
131-030 |
3-150 |
2.6% |
0-118 |
0.3% |
46% |
False |
False |
367,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-159 |
2.618 |
134-193 |
1.618 |
134-018 |
1.000 |
133-230 |
0.618 |
133-163 |
HIGH |
133-055 |
0.618 |
132-308 |
0.500 |
132-288 |
0.382 |
132-267 |
LOW |
132-200 |
0.618 |
132-092 |
1.000 |
132-025 |
1.618 |
131-237 |
2.618 |
131-062 |
4.250 |
130-096 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
132-288 |
132-248 |
PP |
132-267 |
132-240 |
S1 |
132-246 |
132-232 |
|