ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 11-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
132-120 |
132-160 |
0-040 |
0.1% |
132-240 |
High |
132-230 |
132-230 |
0-000 |
0.0% |
133-070 |
Low |
132-060 |
132-090 |
0-030 |
0.1% |
132-110 |
Close |
132-210 |
132-220 |
0-010 |
0.0% |
132-110 |
Range |
0-170 |
0-140 |
-0-030 |
-17.6% |
0-280 |
ATR |
0-099 |
0-102 |
0-003 |
2.9% |
0-000 |
Volume |
12 |
158 |
146 |
1,216.7% |
125 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-280 |
133-230 |
132-297 |
|
R3 |
133-140 |
133-090 |
132-258 |
|
R2 |
133-000 |
133-000 |
132-246 |
|
R1 |
132-270 |
132-270 |
132-233 |
132-295 |
PP |
132-180 |
132-180 |
132-180 |
132-192 |
S1 |
132-130 |
132-130 |
132-207 |
132-155 |
S2 |
132-040 |
132-040 |
132-194 |
|
S3 |
131-220 |
131-310 |
132-182 |
|
S4 |
131-080 |
131-170 |
132-143 |
|
|
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 |
134-185 |
2.618 |
133-277 |
1.618 |
133-137 |
1.000 |
133-050 |
0.618 |
132-317 |
HIGH |
132-230 |
0.618 |
132-177 |
0.500 |
132-160 |
0.382 |
132-143 |
LOW |
132-090 |
0.618 |
132-003 |
1.000 |
131-270 |
1.618 |
131-183 |
2.618 |
131-043 |
4.250 |
130-135 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
132-200 |
132-195 |
PP |
132-180 |
132-170 |
S1 |
132-160 |
132-145 |
|