ECBOT 10 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
133-070 |
132-270 |
-0-120 |
-0.3% |
134-040 |
High |
133-115 |
133-000 |
-0-115 |
-0.3% |
134-100 |
Low |
132-280 |
132-160 |
-0-120 |
-0.3% |
133-035 |
Close |
132-315 |
132-185 |
-0-130 |
-0.3% |
133-125 |
Range |
0-155 |
0-160 |
0-005 |
3.2% |
1-065 |
ATR |
0-139 |
0-140 |
0-002 |
1.1% |
0-000 |
Volume |
7,132 |
11,250 |
4,118 |
57.7% |
78,402 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-062 |
133-283 |
132-273 |
|
R3 |
133-222 |
133-123 |
132-229 |
|
R2 |
133-062 |
133-062 |
132-214 |
|
R1 |
132-283 |
132-283 |
132-200 |
132-252 |
PP |
132-222 |
132-222 |
132-222 |
132-206 |
S1 |
132-123 |
132-123 |
132-170 |
132-092 |
S2 |
132-062 |
132-062 |
132-156 |
|
S3 |
131-222 |
131-283 |
132-141 |
|
S4 |
131-062 |
131-123 |
132-097 |
|
|
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 |
134-005 |
132-160 |
1-165 |
1.1% |
0-149 |
0.4% |
5% |
False |
True |
11,997 |
10 |
134-305 |
132-160 |
2-145 |
1.9% |
0-145 |
0.3% |
3% |
False |
True |
20,116 |
20 |
134-305 |
132-160 |
2-145 |
1.9% |
0-129 |
0.3% |
3% |
False |
True |
397,091 |
40 |
134-305 |
131-220 |
3-085 |
2.5% |
0-144 |
0.3% |
27% |
False |
False |
638,780 |
60 |
134-305 |
131-220 |
3-085 |
2.5% |
0-146 |
0.3% |
27% |
False |
False |
702,150 |
80 |
134-305 |
131-220 |
3-085 |
2.5% |
0-159 |
0.4% |
27% |
False |
False |
750,982 |
100 |
134-305 |
131-030 |
3-275 |
2.9% |
0-160 |
0.4% |
38% |
False |
False |
604,065 |
120 |
134-305 |
131-030 |
3-275 |
2.9% |
0-147 |
0.3% |
38% |
False |
False |
503,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-040 |
2.618 |
134-099 |
1.618 |
133-259 |
1.000 |
133-160 |
0.618 |
133-099 |
HIGH |
133-000 |
0.618 |
132-259 |
0.500 |
132-240 |
0.382 |
132-221 |
LOW |
132-160 |
0.618 |
132-061 |
1.000 |
132-000 |
1.618 |
131-221 |
2.618 |
131-061 |
4.250 |
130-120 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
132-240 |
132-310 |
PP |
132-222 |
132-268 |
S1 |
132-203 |
132-227 |
|