ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
133-080 |
133-070 |
-0-010 |
0.0% |
134-040 |
High |
133-140 |
133-115 |
-0-025 |
-0.1% |
134-100 |
Low |
133-055 |
132-280 |
-0-095 |
-0.2% |
133-035 |
Close |
133-125 |
132-315 |
-0-130 |
-0.3% |
133-125 |
Range |
0-085 |
0-155 |
0-070 |
82.4% |
1-065 |
ATR |
0-137 |
0-139 |
0-002 |
1.5% |
0-000 |
Volume |
11,401 |
7,132 |
-4,269 |
-37.4% |
78,402 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-168 |
134-077 |
133-080 |
|
R3 |
134-013 |
133-242 |
133-038 |
|
R2 |
133-178 |
133-178 |
133-023 |
|
R1 |
133-087 |
133-087 |
133-009 |
133-055 |
PP |
133-023 |
133-023 |
133-023 |
133-008 |
S1 |
132-252 |
132-252 |
132-301 |
132-220 |
S2 |
132-188 |
132-188 |
132-287 |
|
S3 |
132-033 |
132-097 |
132-272 |
|
S4 |
131-198 |
131-262 |
132-230 |
|
|
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 |
134-055 |
132-280 |
1-095 |
1.0% |
0-139 |
0.3% |
8% |
False |
True |
13,424 |
10 |
134-305 |
132-280 |
2-025 |
1.6% |
0-138 |
0.3% |
5% |
False |
True |
26,936 |
20 |
134-305 |
132-280 |
2-025 |
1.6% |
0-127 |
0.3% |
5% |
False |
True |
425,825 |
40 |
134-305 |
131-220 |
3-085 |
2.5% |
0-144 |
0.3% |
40% |
False |
False |
657,761 |
60 |
134-305 |
131-220 |
3-085 |
2.5% |
0-145 |
0.3% |
40% |
False |
False |
710,815 |
80 |
134-305 |
131-220 |
3-085 |
2.5% |
0-159 |
0.4% |
40% |
False |
False |
752,069 |
100 |
134-305 |
131-030 |
3-275 |
2.9% |
0-162 |
0.4% |
49% |
False |
False |
603,961 |
120 |
134-305 |
131-030 |
3-275 |
2.9% |
0-146 |
0.3% |
49% |
False |
False |
503,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-134 |
2.618 |
134-201 |
1.618 |
134-046 |
1.000 |
133-270 |
0.618 |
133-211 |
HIGH |
133-115 |
0.618 |
133-056 |
0.500 |
133-038 |
0.382 |
133-019 |
LOW |
132-280 |
0.618 |
132-184 |
1.000 |
132-125 |
1.618 |
132-029 |
2.618 |
131-194 |
4.250 |
130-261 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
133-038 |
133-095 |
PP |
133-023 |
133-062 |
S1 |
133-009 |
133-028 |
|