ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 10-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
132-190 |
132-120 |
-0-070 |
-0.2% |
132-240 |
High |
132-200 |
132-230 |
0-030 |
0.1% |
133-070 |
Low |
132-150 |
132-060 |
-0-090 |
-0.2% |
132-110 |
Close |
132-150 |
132-210 |
0-060 |
0.1% |
132-110 |
Range |
0-050 |
0-170 |
0-120 |
240.0% |
0-280 |
ATR |
0-094 |
0-099 |
0-005 |
5.8% |
0-000 |
Volume |
4 |
12 |
8 |
200.0% |
125 |
|
Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-037 |
133-293 |
132-304 |
|
R3 |
133-187 |
133-123 |
132-257 |
|
R2 |
133-017 |
133-017 |
132-241 |
|
R1 |
132-273 |
132-273 |
132-226 |
132-305 |
PP |
132-167 |
132-167 |
132-167 |
132-182 |
S1 |
132-103 |
132-103 |
132-194 |
132-135 |
S2 |
131-317 |
131-317 |
132-179 |
|
S3 |
131-147 |
131-253 |
132-163 |
|
S4 |
130-297 |
131-083 |
132-116 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-083 |
134-217 |
132-264 |
|
R3 |
134-123 |
133-257 |
132-187 |
|
R2 |
133-163 |
133-163 |
132-161 |
|
R1 |
132-297 |
132-297 |
132-136 |
132-250 |
PP |
132-203 |
132-203 |
132-203 |
132-180 |
S1 |
132-017 |
132-017 |
132-084 |
131-290 |
S2 |
131-243 |
131-243 |
132-059 |
|
S3 |
130-283 |
131-057 |
132-033 |
|
S4 |
130-003 |
130-097 |
131-276 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-312 |
2.618 |
134-035 |
1.618 |
133-185 |
1.000 |
133-080 |
0.618 |
133-015 |
HIGH |
132-230 |
0.618 |
132-165 |
0.500 |
132-145 |
0.382 |
132-125 |
LOW |
132-060 |
0.618 |
131-275 |
1.000 |
131-210 |
1.618 |
131-105 |
2.618 |
130-255 |
4.250 |
129-298 |
|
|
Fisher Pivots for day following 10-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
132-188 |
132-188 |
PP |
132-167 |
132-167 |
S1 |
132-145 |
132-145 |
|