ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 16-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
132-260 |
132-110 |
-0-150 |
-0.4% |
132-210 |
High |
132-270 |
132-120 |
-0-150 |
-0.4% |
132-280 |
Low |
132-210 |
132-090 |
-0-120 |
-0.3% |
132-060 |
Close |
132-240 |
132-100 |
-0-140 |
-0.3% |
132-240 |
Range |
0-060 |
0-030 |
-0-030 |
-50.0% |
0-220 |
ATR |
0-099 |
0-103 |
0-004 |
3.7% |
0-000 |
Volume |
283 |
30 |
-253 |
-89.4% |
272 |
|
Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-193 |
132-177 |
132-116 |
|
R3 |
132-163 |
132-147 |
132-108 |
|
R2 |
132-133 |
132-133 |
132-106 |
|
R1 |
132-117 |
132-117 |
132-103 |
132-110 |
PP |
132-103 |
132-103 |
132-103 |
132-100 |
S1 |
132-087 |
132-087 |
132-097 |
132-080 |
S2 |
132-073 |
132-073 |
132-094 |
|
S3 |
132-043 |
132-057 |
132-092 |
|
S4 |
132-013 |
132-027 |
132-084 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-213 |
134-127 |
133-041 |
|
R3 |
133-313 |
133-227 |
132-300 |
|
R2 |
133-093 |
133-093 |
132-280 |
|
R1 |
133-007 |
133-007 |
132-260 |
133-050 |
PP |
132-193 |
132-193 |
132-193 |
132-215 |
S1 |
132-107 |
132-107 |
132-220 |
132-150 |
S2 |
131-293 |
131-293 |
132-200 |
|
S3 |
131-073 |
131-207 |
132-180 |
|
S4 |
130-173 |
130-307 |
132-119 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-248 |
2.618 |
132-199 |
1.618 |
132-169 |
1.000 |
132-150 |
0.618 |
132-139 |
HIGH |
132-120 |
0.618 |
132-109 |
0.500 |
132-105 |
0.382 |
132-101 |
LOW |
132-090 |
0.618 |
132-071 |
1.000 |
132-060 |
1.618 |
132-041 |
2.618 |
132-011 |
4.250 |
131-282 |
|
|
Fisher Pivots for day following 16-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
132-105 |
132-185 |
PP |
132-103 |
132-157 |
S1 |
132-102 |
132-128 |
|