ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 12-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
133-300 |
133-290 |
-0-010 |
0.0% |
132-270 |
High |
134-065 |
133-310 |
-0-075 |
-0.2% |
134-065 |
Low |
133-220 |
133-235 |
0-015 |
0.0% |
132-200 |
Close |
133-290 |
133-285 |
-0-005 |
0.0% |
133-290 |
Range |
0-165 |
0-075 |
-0-090 |
-54.5% |
1-185 |
ATR |
0-178 |
0-170 |
-0-007 |
-4.1% |
0-000 |
Volume |
1,156,330 |
213,509 |
-942,821 |
-81.5% |
5,426,453 |
|
Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-182 |
134-148 |
134-006 |
|
R3 |
134-107 |
134-073 |
133-306 |
|
R2 |
134-032 |
134-032 |
133-299 |
|
R1 |
133-318 |
133-318 |
133-292 |
133-298 |
PP |
133-277 |
133-277 |
133-277 |
133-266 |
S1 |
133-243 |
133-243 |
133-278 |
133-222 |
S2 |
133-202 |
133-202 |
133-271 |
|
S3 |
133-127 |
133-168 |
133-264 |
|
S4 |
133-052 |
133-093 |
133-244 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-100 |
137-220 |
134-248 |
|
R3 |
136-235 |
136-035 |
134-109 |
|
R2 |
135-050 |
135-050 |
134-063 |
|
R1 |
134-170 |
134-170 |
134-016 |
134-270 |
PP |
133-185 |
133-185 |
133-185 |
133-235 |
S1 |
132-305 |
132-305 |
133-244 |
133-085 |
S2 |
132-000 |
132-000 |
133-197 |
|
S3 |
130-135 |
131-120 |
133-151 |
|
S4 |
128-270 |
129-255 |
133-012 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-065 |
132-200 |
1-185 |
1.2% |
0-187 |
0.4% |
80% |
False |
False |
983,007 |
10 |
134-065 |
132-100 |
1-285 |
1.4% |
0-173 |
0.4% |
83% |
False |
False |
880,675 |
20 |
134-065 |
131-220 |
2-165 |
1.9% |
0-174 |
0.4% |
88% |
False |
False |
911,409 |
40 |
134-065 |
131-220 |
2-165 |
1.9% |
0-159 |
0.4% |
88% |
False |
False |
844,316 |
60 |
134-065 |
131-030 |
3-035 |
2.3% |
0-173 |
0.4% |
90% |
False |
False |
801,790 |
80 |
134-180 |
131-030 |
3-150 |
2.6% |
0-170 |
0.4% |
81% |
False |
False |
602,834 |
100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-145 |
0.3% |
81% |
False |
False |
482,310 |
120 |
134-180 |
131-030 |
3-150 |
2.6% |
0-125 |
0.3% |
81% |
False |
False |
401,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-309 |
2.618 |
134-186 |
1.618 |
134-111 |
1.000 |
134-065 |
0.618 |
134-036 |
HIGH |
133-310 |
0.618 |
133-281 |
0.500 |
133-272 |
0.382 |
133-264 |
LOW |
133-235 |
0.618 |
133-189 |
1.000 |
133-160 |
1.618 |
133-114 |
2.618 |
133-039 |
4.250 |
132-236 |
|
|
Fisher Pivots for day following 12-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
133-281 |
133-276 |
PP |
133-277 |
133-267 |
S1 |
133-272 |
133-258 |
|