ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
131-150 |
131-210 |
0-060 |
0.1% |
132-260 |
High |
131-280 |
131-250 |
-0-030 |
-0.1% |
132-270 |
Low |
131-150 |
131-190 |
0-040 |
0.1% |
131-090 |
Close |
131-260 |
131-250 |
-0-010 |
0.0% |
131-260 |
Range |
0-130 |
0-060 |
-0-070 |
-53.8% |
1-180 |
ATR |
0-118 |
0-115 |
-0-003 |
-2.9% |
0-000 |
Volume |
189 |
225 |
36 |
19.0% |
1,102 |
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-090 |
132-070 |
131-283 |
|
R3 |
132-030 |
132-010 |
131-266 |
|
R2 |
131-290 |
131-290 |
131-261 |
|
R1 |
131-270 |
131-270 |
131-256 |
131-280 |
PP |
131-230 |
131-230 |
131-230 |
131-235 |
S1 |
131-210 |
131-210 |
131-244 |
131-220 |
S2 |
131-170 |
131-170 |
131-239 |
|
S3 |
131-110 |
131-150 |
131-234 |
|
S4 |
131-050 |
131-090 |
131-217 |
|
|
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 |
132-185 |
2.618 |
132-087 |
1.618 |
132-027 |
1.000 |
131-310 |
0.618 |
131-287 |
HIGH |
131-250 |
0.618 |
131-227 |
0.500 |
131-220 |
0.382 |
131-213 |
LOW |
131-190 |
0.618 |
131-153 |
1.000 |
131-130 |
1.618 |
131-093 |
2.618 |
131-033 |
4.250 |
130-255 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
131-240 |
131-233 |
PP |
131-230 |
131-217 |
S1 |
131-220 |
131-200 |
|