ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 10-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
134-110 |
134-040 |
-0-070 |
-0.2% |
134-015 |
High |
134-305 |
134-100 |
-0-205 |
-0.5% |
134-305 |
Low |
133-315 |
134-020 |
0-025 |
0.1% |
133-245 |
Close |
134-020 |
134-035 |
0-015 |
0.0% |
134-020 |
Range |
0-310 |
0-080 |
-0-230 |
-74.2% |
1-060 |
ATR |
0-142 |
0-137 |
-0-004 |
-3.1% |
0-000 |
Volume |
36,187 |
18,412 |
-17,775 |
-49.1% |
289,491 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-292 |
134-243 |
134-079 |
|
R3 |
134-212 |
134-163 |
134-057 |
|
R2 |
134-132 |
134-132 |
134-050 |
|
R1 |
134-083 |
134-083 |
134-042 |
134-068 |
PP |
134-052 |
134-052 |
134-052 |
134-044 |
S1 |
134-003 |
134-003 |
134-028 |
133-308 |
S2 |
133-292 |
133-292 |
134-020 |
|
S3 |
133-212 |
133-243 |
134-013 |
|
S4 |
133-132 |
133-163 |
133-311 |
|
|
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 |
133-280 |
1-025 |
0.8% |
0-137 |
0.3% |
22% |
False |
False |
40,448 |
10 |
134-305 |
133-130 |
1-175 |
1.2% |
0-121 |
0.3% |
45% |
False |
False |
467,484 |
20 |
134-305 |
133-090 |
1-215 |
1.2% |
0-121 |
0.3% |
50% |
False |
False |
615,963 |
40 |
134-305 |
131-220 |
3-085 |
2.4% |
0-148 |
0.3% |
74% |
False |
False |
773,916 |
60 |
134-305 |
131-220 |
3-085 |
2.4% |
0-148 |
0.3% |
74% |
False |
False |
777,003 |
80 |
134-305 |
131-030 |
3-275 |
2.9% |
0-160 |
0.4% |
78% |
False |
False |
752,856 |
100 |
134-305 |
131-030 |
3-275 |
2.9% |
0-160 |
0.4% |
78% |
False |
False |
603,328 |
120 |
134-305 |
131-030 |
3-275 |
2.9% |
0-140 |
0.3% |
78% |
False |
False |
502,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-120 |
2.618 |
134-309 |
1.618 |
134-229 |
1.000 |
134-180 |
0.618 |
134-149 |
HIGH |
134-100 |
0.618 |
134-069 |
0.500 |
134-060 |
0.382 |
134-051 |
LOW |
134-020 |
0.618 |
133-291 |
1.000 |
133-260 |
1.618 |
133-211 |
2.618 |
133-131 |
4.250 |
133-000 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
134-060 |
134-150 |
PP |
134-052 |
134-112 |
S1 |
134-043 |
134-073 |
|