ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
133-200 |
133-080 |
-0-120 |
-0.3% |
134-040 |
High |
133-230 |
133-140 |
-0-090 |
-0.2% |
134-100 |
Low |
133-035 |
133-055 |
0-020 |
0.0% |
133-035 |
Close |
133-095 |
133-125 |
0-030 |
0.1% |
133-125 |
Range |
0-195 |
0-085 |
-0-110 |
-56.4% |
1-065 |
ATR |
0-140 |
0-137 |
-0-004 |
-2.8% |
0-000 |
Volume |
12,019 |
11,401 |
-618 |
-5.1% |
78,402 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-042 |
134-008 |
133-172 |
|
R3 |
133-277 |
133-243 |
133-148 |
|
R2 |
133-192 |
133-192 |
133-141 |
|
R1 |
133-158 |
133-158 |
133-133 |
133-175 |
PP |
133-107 |
133-107 |
133-107 |
133-115 |
S1 |
133-073 |
133-073 |
133-117 |
133-090 |
S2 |
133-022 |
133-022 |
133-109 |
|
S3 |
132-257 |
132-308 |
133-102 |
|
S4 |
132-172 |
132-223 |
133-078 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-068 |
136-162 |
134-017 |
|
R3 |
136-003 |
135-097 |
133-231 |
|
R2 |
134-258 |
134-258 |
133-196 |
|
R1 |
134-032 |
134-032 |
133-160 |
133-272 |
PP |
133-193 |
133-193 |
133-193 |
133-154 |
S1 |
132-287 |
132-287 |
133-090 |
132-208 |
S2 |
132-128 |
132-128 |
133-054 |
|
S3 |
131-063 |
131-222 |
133-019 |
|
S4 |
129-318 |
130-157 |
132-233 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-100 |
133-035 |
1-065 |
0.9% |
0-124 |
0.3% |
23% |
False |
False |
15,680 |
10 |
134-305 |
133-035 |
1-270 |
1.4% |
0-134 |
0.3% |
15% |
False |
False |
36,789 |
20 |
134-305 |
133-035 |
1-270 |
1.4% |
0-126 |
0.3% |
15% |
False |
False |
472,888 |
40 |
134-305 |
131-220 |
3-085 |
2.4% |
0-145 |
0.3% |
52% |
False |
False |
677,994 |
60 |
134-305 |
131-220 |
3-085 |
2.4% |
0-145 |
0.3% |
52% |
False |
False |
723,037 |
80 |
134-305 |
131-220 |
3-085 |
2.4% |
0-159 |
0.4% |
52% |
False |
False |
752,543 |
100 |
134-305 |
131-030 |
3-275 |
2.9% |
0-162 |
0.4% |
60% |
False |
False |
603,895 |
120 |
134-305 |
131-030 |
3-275 |
2.9% |
0-145 |
0.3% |
60% |
False |
False |
503,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-181 |
2.618 |
134-043 |
1.618 |
133-278 |
1.000 |
133-225 |
0.618 |
133-193 |
HIGH |
133-140 |
0.618 |
133-108 |
0.500 |
133-098 |
0.382 |
133-087 |
LOW |
133-055 |
0.618 |
133-002 |
1.000 |
132-290 |
1.618 |
132-237 |
2.618 |
132-152 |
4.250 |
132-014 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
133-116 |
133-180 |
PP |
133-107 |
133-162 |
S1 |
133-098 |
133-143 |
|