ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
133-290 |
133-290 |
0-000 |
0.0% |
132-270 |
High |
133-310 |
134-055 |
0-065 |
0.2% |
134-065 |
Low |
133-235 |
133-260 |
0-025 |
0.1% |
132-200 |
Close |
133-285 |
134-015 |
0-050 |
0.1% |
133-290 |
Range |
0-075 |
0-115 |
0-040 |
53.3% |
1-185 |
ATR |
0-170 |
0-166 |
-0-004 |
-2.3% |
0-000 |
Volume |
213,509 |
821,265 |
607,756 |
284.7% |
5,426,453 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-028 |
134-297 |
134-078 |
|
R3 |
134-233 |
134-182 |
134-047 |
|
R2 |
134-118 |
134-118 |
134-036 |
|
R1 |
134-067 |
134-067 |
134-026 |
134-092 |
PP |
134-003 |
134-003 |
134-003 |
134-016 |
S1 |
133-272 |
133-272 |
134-004 |
133-298 |
S2 |
133-208 |
133-208 |
133-314 |
|
S3 |
133-093 |
133-157 |
133-303 |
|
S4 |
132-298 |
133-042 |
133-272 |
|
|
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 |
132-205 |
1-180 |
1.2% |
0-175 |
0.4% |
90% |
False |
False |
993,946 |
10 |
134-065 |
132-100 |
1-285 |
1.4% |
0-170 |
0.4% |
92% |
False |
False |
933,608 |
20 |
134-065 |
131-220 |
2-165 |
1.9% |
0-171 |
0.4% |
94% |
False |
False |
907,133 |
40 |
134-065 |
131-220 |
2-165 |
1.9% |
0-157 |
0.4% |
94% |
False |
False |
845,749 |
60 |
134-065 |
131-030 |
3-035 |
2.3% |
0-172 |
0.4% |
95% |
False |
False |
815,223 |
80 |
134-180 |
131-030 |
3-150 |
2.6% |
0-171 |
0.4% |
85% |
False |
False |
613,098 |
100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-146 |
0.3% |
85% |
False |
False |
490,523 |
120 |
134-180 |
131-030 |
3-150 |
2.6% |
0-123 |
0.3% |
85% |
False |
False |
408,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-224 |
2.618 |
135-036 |
1.618 |
134-241 |
1.000 |
134-170 |
0.618 |
134-126 |
HIGH |
134-055 |
0.618 |
134-011 |
0.500 |
133-318 |
0.382 |
133-304 |
LOW |
133-260 |
0.618 |
133-189 |
1.000 |
133-145 |
1.618 |
133-074 |
2.618 |
132-279 |
4.250 |
132-091 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
134-009 |
134-004 |
PP |
134-003 |
133-313 |
S1 |
133-318 |
133-302 |
|