ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
134-015 |
134-010 |
-0-005 |
0.0% |
133-100 |
High |
134-040 |
134-050 |
0-010 |
0.0% |
134-060 |
Low |
133-245 |
133-280 |
0-035 |
0.1% |
133-090 |
Close |
133-310 |
134-025 |
0-035 |
0.1% |
134-040 |
Range |
0-115 |
0-090 |
-0-025 |
-21.7% |
0-290 |
ATR |
0-136 |
0-133 |
-0-003 |
-2.4% |
0-000 |
Volume |
105,659 |
79,454 |
-26,205 |
-24.8% |
5,357,505 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-282 |
134-243 |
134-074 |
|
R3 |
134-192 |
134-153 |
134-050 |
|
R2 |
134-102 |
134-102 |
134-042 |
|
R1 |
134-063 |
134-063 |
134-033 |
134-082 |
PP |
134-012 |
134-012 |
134-012 |
134-021 |
S1 |
133-293 |
133-293 |
134-017 |
133-312 |
S2 |
133-242 |
133-242 |
134-008 |
|
S3 |
133-152 |
133-203 |
134-000 |
|
S4 |
133-062 |
133-113 |
133-296 |
|
|
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 |
133-240 |
0-140 |
0.3% |
0-099 |
0.2% |
75% |
False |
False |
655,856 |
10 |
134-060 |
133-090 |
0-290 |
0.7% |
0-114 |
0.3% |
88% |
False |
False |
774,065 |
20 |
134-115 |
132-200 |
1-235 |
1.3% |
0-134 |
0.3% |
84% |
False |
False |
844,900 |
40 |
134-115 |
131-220 |
2-215 |
2.0% |
0-149 |
0.3% |
89% |
False |
False |
853,539 |
60 |
134-115 |
131-220 |
2-215 |
2.0% |
0-156 |
0.4% |
89% |
False |
False |
852,127 |
80 |
134-115 |
131-030 |
3-085 |
2.4% |
0-160 |
0.4% |
91% |
False |
False |
751,917 |
100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-157 |
0.4% |
86% |
False |
False |
602,116 |
120 |
134-180 |
131-030 |
3-150 |
2.6% |
0-137 |
0.3% |
86% |
False |
False |
501,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-112 |
2.618 |
134-286 |
1.618 |
134-196 |
1.000 |
134-140 |
0.618 |
134-106 |
HIGH |
134-050 |
0.618 |
134-016 |
0.500 |
134-005 |
0.382 |
133-314 |
LOW |
133-280 |
0.618 |
133-224 |
1.000 |
133-190 |
1.618 |
133-134 |
2.618 |
133-044 |
4.250 |
132-218 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
134-018 |
134-014 |
PP |
134-012 |
134-003 |
S1 |
134-005 |
133-312 |
|