ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 07-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
134-090 |
134-110 |
0-020 |
0.0% |
134-015 |
High |
134-160 |
134-305 |
0-145 |
0.3% |
134-305 |
Low |
134-080 |
133-315 |
-0-085 |
-0.2% |
133-245 |
Close |
134-115 |
134-020 |
-0-095 |
-0.2% |
134-020 |
Range |
0-080 |
0-310 |
0-230 |
287.5% |
1-060 |
ATR |
0-129 |
0-142 |
0-013 |
10.1% |
0-000 |
Volume |
26,324 |
36,187 |
9,863 |
37.5% |
289,491 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-077 |
136-198 |
134-190 |
|
R3 |
136-087 |
135-208 |
134-105 |
|
R2 |
135-097 |
135-097 |
134-077 |
|
R1 |
134-218 |
134-218 |
134-048 |
134-162 |
PP |
134-107 |
134-107 |
134-107 |
134-079 |
S1 |
133-228 |
133-228 |
133-312 |
133-172 |
S2 |
133-117 |
133-117 |
133-283 |
|
S3 |
132-127 |
132-238 |
133-255 |
|
S4 |
131-137 |
131-248 |
133-170 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-263 |
137-042 |
134-229 |
|
R3 |
136-203 |
135-302 |
134-124 |
|
R2 |
135-143 |
135-143 |
134-090 |
|
R1 |
134-242 |
134-242 |
134-055 |
135-032 |
PP |
134-083 |
134-083 |
134-083 |
134-139 |
S1 |
133-182 |
133-182 |
133-305 |
133-292 |
S2 |
133-023 |
133-023 |
133-270 |
|
S3 |
131-283 |
132-122 |
133-236 |
|
S4 |
130-223 |
131-062 |
133-131 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-305 |
133-245 |
1-060 |
0.9% |
0-144 |
0.3% |
25% |
True |
False |
57,898 |
10 |
134-305 |
133-090 |
1-215 |
1.2% |
0-128 |
0.3% |
47% |
True |
False |
564,699 |
20 |
134-305 |
133-090 |
1-215 |
1.2% |
0-125 |
0.3% |
47% |
True |
False |
672,859 |
40 |
134-305 |
131-220 |
3-085 |
2.4% |
0-150 |
0.3% |
73% |
True |
False |
791,520 |
60 |
134-305 |
131-220 |
3-085 |
2.4% |
0-153 |
0.4% |
73% |
True |
False |
798,842 |
80 |
134-305 |
131-030 |
3-275 |
2.9% |
0-161 |
0.4% |
77% |
True |
False |
752,892 |
100 |
134-305 |
131-030 |
3-275 |
2.9% |
0-160 |
0.4% |
77% |
True |
False |
603,146 |
120 |
134-305 |
131-030 |
3-275 |
2.9% |
0-140 |
0.3% |
77% |
True |
False |
502,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-022 |
2.618 |
137-157 |
1.618 |
136-167 |
1.000 |
135-295 |
0.618 |
135-177 |
HIGH |
134-305 |
0.618 |
134-187 |
0.500 |
134-150 |
0.382 |
134-113 |
LOW |
133-315 |
0.618 |
133-123 |
1.000 |
133-005 |
1.618 |
132-133 |
2.618 |
131-143 |
4.250 |
129-278 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
134-150 |
134-150 |
PP |
134-107 |
134-107 |
S1 |
134-063 |
134-063 |
|