ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
133-290 |
133-200 |
-0-090 |
-0.2% |
134-015 |
High |
134-005 |
133-230 |
-0-095 |
-0.2% |
134-305 |
Low |
133-175 |
133-035 |
-0-140 |
-0.3% |
133-245 |
Close |
133-195 |
133-095 |
-0-100 |
-0.2% |
134-020 |
Range |
0-150 |
0-195 |
0-045 |
30.0% |
1-060 |
ATR |
0-136 |
0-140 |
0-004 |
3.1% |
0-000 |
Volume |
18,186 |
12,019 |
-6,167 |
-33.9% |
289,491 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-065 |
134-275 |
133-202 |
|
R3 |
134-190 |
134-080 |
133-149 |
|
R2 |
133-315 |
133-315 |
133-131 |
|
R1 |
133-205 |
133-205 |
133-113 |
133-162 |
PP |
133-120 |
133-120 |
133-120 |
133-099 |
S1 |
133-010 |
133-010 |
133-077 |
132-288 |
S2 |
132-245 |
132-245 |
133-059 |
|
S3 |
132-050 |
132-135 |
133-041 |
|
S4 |
131-175 |
131-260 |
132-308 |
|
|
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 |
133-035 |
1-270 |
1.4% |
0-169 |
0.4% |
10% |
False |
True |
20,637 |
10 |
134-305 |
133-035 |
1-270 |
1.4% |
0-134 |
0.3% |
10% |
False |
True |
60,504 |
20 |
134-305 |
133-035 |
1-270 |
1.4% |
0-127 |
0.3% |
10% |
False |
True |
518,127 |
40 |
134-305 |
131-220 |
3-085 |
2.4% |
0-146 |
0.3% |
49% |
False |
False |
706,174 |
60 |
134-305 |
131-220 |
3-085 |
2.4% |
0-147 |
0.3% |
49% |
False |
False |
738,238 |
80 |
134-305 |
131-190 |
3-115 |
2.5% |
0-161 |
0.4% |
51% |
False |
False |
752,908 |
100 |
134-305 |
131-030 |
3-275 |
2.9% |
0-162 |
0.4% |
57% |
False |
False |
603,797 |
120 |
134-305 |
131-030 |
3-275 |
2.9% |
0-144 |
0.3% |
57% |
False |
False |
503,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-099 |
2.618 |
135-101 |
1.618 |
134-226 |
1.000 |
134-105 |
0.618 |
134-031 |
HIGH |
133-230 |
0.618 |
133-156 |
0.500 |
133-132 |
0.382 |
133-109 |
LOW |
133-035 |
0.618 |
132-234 |
1.000 |
132-160 |
1.618 |
132-039 |
2.618 |
131-164 |
4.250 |
130-166 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
133-132 |
133-205 |
PP |
133-120 |
133-168 |
S1 |
133-108 |
133-132 |
|