ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 01-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
132-260 |
132-240 |
-0-020 |
0.0% |
132-100 |
High |
132-290 |
133-000 |
0-030 |
0.1% |
133-000 |
Low |
132-230 |
132-240 |
0-010 |
0.0% |
132-100 |
Close |
132-290 |
133-000 |
0-030 |
0.1% |
132-290 |
Range |
0-060 |
0-080 |
0-020 |
33.3% |
0-220 |
ATR |
|
|
|
|
|
Volume |
2 |
73 |
71 |
3,550.0% |
212 |
|
Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-213 |
133-187 |
133-044 |
|
R3 |
133-133 |
133-107 |
133-022 |
|
R2 |
133-053 |
133-053 |
133-015 |
|
R1 |
133-027 |
133-027 |
133-007 |
133-040 |
PP |
132-293 |
132-293 |
132-293 |
132-300 |
S1 |
132-267 |
132-267 |
132-313 |
132-280 |
S2 |
132-213 |
132-213 |
132-305 |
|
S3 |
132-133 |
132-187 |
132-298 |
|
S4 |
132-053 |
132-107 |
132-276 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-257 |
134-173 |
133-091 |
|
R3 |
134-037 |
133-273 |
133-030 |
|
R2 |
133-137 |
133-137 |
133-010 |
|
R1 |
133-053 |
133-053 |
132-310 |
133-095 |
PP |
132-237 |
132-237 |
132-237 |
132-258 |
S1 |
132-153 |
132-153 |
132-270 |
132-195 |
S2 |
132-017 |
132-017 |
132-250 |
|
S3 |
131-117 |
131-253 |
132-230 |
|
S4 |
130-217 |
131-033 |
132-169 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-020 |
2.618 |
133-209 |
1.618 |
133-129 |
1.000 |
133-080 |
0.618 |
133-049 |
HIGH |
133-000 |
0.618 |
132-289 |
0.500 |
132-280 |
0.382 |
132-271 |
LOW |
132-240 |
0.618 |
132-191 |
1.000 |
132-160 |
1.618 |
132-111 |
2.618 |
132-031 |
4.250 |
131-220 |
|
|
Fisher Pivots for day following 01-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
132-307 |
132-305 |
PP |
132-293 |
132-290 |
S1 |
132-280 |
132-275 |
|