ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 03-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
132-290 |
133-060 |
0-090 |
0.2% |
132-100 |
High |
133-030 |
133-070 |
0-040 |
0.1% |
133-000 |
Low |
132-280 |
133-020 |
0-060 |
0.1% |
132-100 |
Close |
133-030 |
133-060 |
0-030 |
0.1% |
132-290 |
Range |
0-070 |
0-050 |
-0-020 |
-28.6% |
0-220 |
ATR |
|
|
|
|
|
Volume |
14 |
2 |
-12 |
-85.7% |
212 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-200 |
133-180 |
133-088 |
|
R3 |
133-150 |
133-130 |
133-074 |
|
R2 |
133-100 |
133-100 |
133-069 |
|
R1 |
133-080 |
133-080 |
133-065 |
133-085 |
PP |
133-050 |
133-050 |
133-050 |
133-052 |
S1 |
133-030 |
133-030 |
133-055 |
133-035 |
S2 |
133-000 |
133-000 |
133-051 |
|
S3 |
132-270 |
132-300 |
133-046 |
|
S4 |
132-220 |
132-250 |
133-032 |
|
|
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 |
133-282 |
2.618 |
133-201 |
1.618 |
133-151 |
1.000 |
133-120 |
0.618 |
133-101 |
HIGH |
133-070 |
0.618 |
133-051 |
0.500 |
133-045 |
0.382 |
133-039 |
LOW |
133-020 |
0.618 |
132-309 |
1.000 |
132-290 |
1.618 |
132-259 |
2.618 |
132-209 |
4.250 |
132-128 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
133-055 |
133-038 |
PP |
133-050 |
133-017 |
S1 |
133-045 |
132-315 |
|