ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
134-035 |
133-290 |
-0-065 |
-0.2% |
134-015 |
High |
134-055 |
134-005 |
-0-050 |
-0.1% |
134-305 |
Low |
133-265 |
133-175 |
-0-090 |
-0.2% |
133-245 |
Close |
133-295 |
133-195 |
-0-100 |
-0.2% |
134-020 |
Range |
0-110 |
0-150 |
0-040 |
36.4% |
1-060 |
ATR |
0-135 |
0-136 |
0-001 |
0.8% |
0-000 |
Volume |
18,384 |
18,186 |
-198 |
-1.1% |
289,491 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-042 |
134-268 |
133-278 |
|
R3 |
134-212 |
134-118 |
133-236 |
|
R2 |
134-062 |
134-062 |
133-222 |
|
R1 |
133-288 |
133-288 |
133-209 |
133-260 |
PP |
133-232 |
133-232 |
133-232 |
133-218 |
S1 |
133-138 |
133-138 |
133-181 |
133-110 |
S2 |
133-082 |
133-082 |
133-168 |
|
S3 |
132-252 |
132-308 |
133-154 |
|
S4 |
132-102 |
132-158 |
133-112 |
|
|
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 |
133-175 |
1-130 |
1.1% |
0-146 |
0.3% |
4% |
False |
True |
23,498 |
10 |
134-305 |
133-175 |
1-130 |
1.1% |
0-125 |
0.3% |
4% |
False |
True |
171,744 |
20 |
134-305 |
133-090 |
1-215 |
1.3% |
0-124 |
0.3% |
20% |
False |
False |
566,053 |
40 |
134-305 |
131-220 |
3-085 |
2.4% |
0-148 |
0.3% |
59% |
False |
False |
736,593 |
60 |
134-305 |
131-220 |
3-085 |
2.4% |
0-146 |
0.3% |
59% |
False |
False |
752,517 |
80 |
134-305 |
131-030 |
3-275 |
2.9% |
0-160 |
0.4% |
65% |
False |
False |
752,931 |
100 |
134-305 |
131-030 |
3-275 |
2.9% |
0-162 |
0.4% |
65% |
False |
False |
603,689 |
120 |
134-305 |
131-030 |
3-275 |
2.9% |
0-142 |
0.3% |
65% |
False |
False |
503,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-002 |
2.618 |
135-078 |
1.618 |
134-248 |
1.000 |
134-155 |
0.618 |
134-098 |
HIGH |
134-005 |
0.618 |
133-268 |
0.500 |
133-250 |
0.382 |
133-232 |
LOW |
133-175 |
0.618 |
133-082 |
1.000 |
133-025 |
1.618 |
132-252 |
2.618 |
132-102 |
4.250 |
131-178 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
133-250 |
133-298 |
PP |
133-232 |
133-263 |
S1 |
133-213 |
133-229 |
|