ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
134-030 |
134-090 |
0-060 |
0.1% |
133-100 |
High |
134-125 |
134-160 |
0-035 |
0.1% |
134-060 |
Low |
134-000 |
134-080 |
0-080 |
0.2% |
133-090 |
Close |
134-090 |
134-115 |
0-025 |
0.1% |
134-040 |
Range |
0-125 |
0-080 |
-0-045 |
-36.0% |
0-290 |
ATR |
0-132 |
0-129 |
-0-004 |
-2.8% |
0-000 |
Volume |
41,867 |
26,324 |
-15,543 |
-37.1% |
5,357,505 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-038 |
134-317 |
134-159 |
|
R3 |
134-278 |
134-237 |
134-137 |
|
R2 |
134-198 |
134-198 |
134-130 |
|
R1 |
134-157 |
134-157 |
134-122 |
134-178 |
PP |
134-118 |
134-118 |
134-118 |
134-129 |
S1 |
134-077 |
134-077 |
134-108 |
134-098 |
S2 |
134-038 |
134-038 |
134-100 |
|
S3 |
133-278 |
133-317 |
134-093 |
|
S4 |
133-198 |
133-237 |
134-071 |
|
|
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 |
134-160 |
133-245 |
0-235 |
0.5% |
0-100 |
0.2% |
81% |
True |
False |
100,372 |
10 |
134-160 |
133-090 |
1-070 |
0.9% |
0-105 |
0.2% |
88% |
True |
False |
601,570 |
20 |
134-160 |
133-090 |
1-070 |
0.9% |
0-118 |
0.3% |
88% |
True |
False |
730,865 |
40 |
134-160 |
131-220 |
2-260 |
2.1% |
0-146 |
0.3% |
95% |
True |
False |
815,795 |
60 |
134-160 |
131-220 |
2-260 |
2.1% |
0-154 |
0.4% |
95% |
True |
False |
826,928 |
80 |
134-160 |
131-030 |
3-130 |
2.5% |
0-160 |
0.4% |
96% |
True |
False |
752,635 |
100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-157 |
0.4% |
94% |
False |
False |
602,788 |
120 |
134-180 |
131-030 |
3-150 |
2.6% |
0-138 |
0.3% |
94% |
False |
False |
502,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-180 |
2.618 |
135-049 |
1.618 |
134-289 |
1.000 |
134-240 |
0.618 |
134-209 |
HIGH |
134-160 |
0.618 |
134-129 |
0.500 |
134-120 |
0.382 |
134-111 |
LOW |
134-080 |
0.618 |
134-031 |
1.000 |
134-000 |
1.618 |
133-271 |
2.618 |
133-191 |
4.250 |
133-060 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
134-120 |
134-097 |
PP |
134-118 |
134-078 |
S1 |
134-117 |
134-060 |
|