ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 30-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
133-280 |
134-010 |
0-050 |
0.1% |
133-100 |
High |
134-030 |
134-060 |
0-030 |
0.1% |
134-060 |
Low |
133-250 |
133-290 |
0-040 |
0.1% |
133-090 |
Close |
134-005 |
134-040 |
0-035 |
0.1% |
134-040 |
Range |
0-100 |
0-090 |
-0-010 |
-10.0% |
0-290 |
ATR |
0-142 |
0-138 |
-0-004 |
-2.6% |
0-000 |
Volume |
1,124,410 |
248,557 |
-875,853 |
-77.9% |
5,357,505 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-293 |
134-257 |
134-090 |
|
R3 |
134-203 |
134-167 |
134-065 |
|
R2 |
134-113 |
134-113 |
134-056 |
|
R1 |
134-077 |
134-077 |
134-048 |
134-095 |
PP |
134-023 |
134-023 |
134-023 |
134-032 |
S1 |
133-307 |
133-307 |
134-032 |
134-005 |
S2 |
133-253 |
133-253 |
134-024 |
|
S3 |
133-163 |
133-217 |
134-015 |
|
S4 |
133-073 |
133-127 |
133-310 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-187 |
136-083 |
134-200 |
|
R3 |
135-217 |
135-113 |
134-120 |
|
R2 |
134-247 |
134-247 |
134-093 |
|
R1 |
134-143 |
134-143 |
134-067 |
134-195 |
PP |
133-277 |
133-277 |
133-277 |
133-302 |
S1 |
133-173 |
133-173 |
134-013 |
133-225 |
S2 |
132-307 |
132-307 |
133-307 |
|
S3 |
132-017 |
132-203 |
133-280 |
|
S4 |
131-047 |
131-233 |
133-200 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-060 |
133-090 |
0-290 |
0.7% |
0-111 |
0.3% |
93% |
True |
False |
1,071,501 |
10 |
134-115 |
133-090 |
1-025 |
0.8% |
0-118 |
0.3% |
78% |
False |
False |
908,986 |
20 |
134-115 |
132-100 |
2-015 |
1.5% |
0-140 |
0.3% |
89% |
False |
False |
925,124 |
40 |
134-115 |
131-220 |
2-215 |
2.0% |
0-152 |
0.4% |
91% |
False |
False |
878,099 |
60 |
134-115 |
131-220 |
2-215 |
2.0% |
0-161 |
0.4% |
91% |
False |
False |
885,800 |
80 |
134-115 |
131-030 |
3-085 |
2.4% |
0-161 |
0.4% |
93% |
False |
False |
749,821 |
100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-155 |
0.4% |
87% |
False |
False |
600,268 |
120 |
134-180 |
131-030 |
3-150 |
2.6% |
0-135 |
0.3% |
87% |
False |
False |
500,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-122 |
2.618 |
134-296 |
1.618 |
134-206 |
1.000 |
134-150 |
0.618 |
134-116 |
HIGH |
134-060 |
0.618 |
134-026 |
0.500 |
134-015 |
0.382 |
134-004 |
LOW |
133-290 |
0.618 |
133-234 |
1.000 |
133-200 |
1.618 |
133-144 |
2.618 |
133-054 |
4.250 |
132-228 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
134-032 |
134-023 |
PP |
134-023 |
134-007 |
S1 |
134-015 |
133-310 |
|