ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 02-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
132-240 |
132-290 |
0-050 |
0.1% |
132-100 |
High |
133-000 |
133-030 |
0-030 |
0.1% |
133-000 |
Low |
132-240 |
132-280 |
0-040 |
0.1% |
132-100 |
Close |
133-000 |
133-030 |
0-030 |
0.1% |
132-290 |
Range |
0-080 |
0-070 |
-0-010 |
-12.5% |
0-220 |
ATR |
|
|
|
|
|
Volume |
73 |
14 |
-59 |
-80.8% |
212 |
|
Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-217 |
133-193 |
133-068 |
|
R3 |
133-147 |
133-123 |
133-049 |
|
R2 |
133-077 |
133-077 |
133-043 |
|
R1 |
133-053 |
133-053 |
133-036 |
133-065 |
PP |
133-007 |
133-007 |
133-007 |
133-012 |
S1 |
132-303 |
132-303 |
133-024 |
132-315 |
S2 |
132-257 |
132-257 |
133-017 |
|
S3 |
132-187 |
132-233 |
133-011 |
|
S4 |
132-117 |
132-163 |
132-312 |
|
|
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 |
134-008 |
2.618 |
133-213 |
1.618 |
133-143 |
1.000 |
133-100 |
0.618 |
133-073 |
HIGH |
133-030 |
0.618 |
133-003 |
0.500 |
132-315 |
0.382 |
132-307 |
LOW |
132-280 |
0.618 |
132-237 |
1.000 |
132-210 |
1.618 |
132-167 |
2.618 |
132-097 |
4.250 |
131-302 |
|
|
Fisher Pivots for day following 02-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
133-018 |
133-010 |
PP |
133-007 |
132-310 |
S1 |
132-315 |
132-290 |
|