ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
131-210 |
131-150 |
-0-060 |
-0.1% |
132-260 |
High |
131-210 |
131-280 |
0-070 |
0.2% |
132-270 |
Low |
131-120 |
131-150 |
0-030 |
0.1% |
131-090 |
Close |
131-170 |
131-260 |
0-090 |
0.2% |
131-260 |
Range |
0-090 |
0-130 |
0-040 |
44.4% |
1-180 |
ATR |
0-117 |
0-118 |
0-001 |
0.8% |
0-000 |
Volume |
1,312 |
189 |
-1,123 |
-85.6% |
1,102 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-300 |
132-250 |
132-012 |
|
R3 |
132-170 |
132-120 |
131-296 |
|
R2 |
132-040 |
132-040 |
131-284 |
|
R1 |
131-310 |
131-310 |
131-272 |
132-015 |
PP |
131-230 |
131-230 |
131-230 |
131-242 |
S1 |
131-180 |
131-180 |
131-248 |
131-205 |
S2 |
131-100 |
131-100 |
131-236 |
|
S3 |
130-290 |
131-050 |
131-224 |
|
S4 |
130-160 |
130-240 |
131-188 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-213 |
135-257 |
132-215 |
|
R3 |
135-033 |
134-077 |
132-078 |
|
R2 |
133-173 |
133-173 |
132-032 |
|
R1 |
132-217 |
132-217 |
131-306 |
132-105 |
PP |
131-313 |
131-313 |
131-313 |
131-258 |
S1 |
131-037 |
131-037 |
131-214 |
130-245 |
S2 |
130-133 |
130-133 |
131-168 |
|
S3 |
128-273 |
129-177 |
131-122 |
|
S4 |
127-093 |
127-317 |
130-305 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-192 |
2.618 |
132-300 |
1.618 |
132-170 |
1.000 |
132-090 |
0.618 |
132-040 |
HIGH |
131-280 |
0.618 |
131-230 |
0.500 |
131-215 |
0.382 |
131-200 |
LOW |
131-150 |
0.618 |
131-070 |
1.000 |
131-020 |
1.618 |
130-260 |
2.618 |
130-130 |
4.250 |
129-238 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
131-245 |
131-235 |
PP |
131-230 |
131-210 |
S1 |
131-215 |
131-185 |
|