ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
131-180 |
131-100 |
-0-080 |
-0.2% |
131-210 |
High |
131-180 |
132-000 |
0-140 |
0.3% |
132-000 |
Low |
131-030 |
131-100 |
0-070 |
0.2% |
131-030 |
Close |
131-090 |
131-310 |
0-220 |
0.5% |
131-310 |
Range |
0-150 |
0-220 |
0-070 |
46.7% |
0-290 |
ATR |
0-122 |
0-130 |
0-008 |
6.3% |
0-000 |
Volume |
958 |
2,656 |
1,698 |
177.2% |
5,340 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-263 |
133-187 |
132-111 |
|
R3 |
133-043 |
132-287 |
132-050 |
|
R2 |
132-143 |
132-143 |
132-030 |
|
R1 |
132-067 |
132-067 |
132-010 |
132-105 |
PP |
131-243 |
131-243 |
131-243 |
131-262 |
S1 |
131-167 |
131-167 |
131-290 |
131-205 |
S2 |
131-023 |
131-023 |
131-270 |
|
S3 |
130-123 |
130-267 |
131-250 |
|
S4 |
129-223 |
130-047 |
131-189 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-130 |
134-030 |
132-150 |
|
R3 |
133-160 |
133-060 |
132-070 |
|
R2 |
132-190 |
132-190 |
132-043 |
|
R1 |
132-090 |
132-090 |
132-017 |
132-140 |
PP |
131-220 |
131-220 |
131-220 |
131-245 |
S1 |
131-120 |
131-120 |
131-283 |
131-170 |
S2 |
130-250 |
130-250 |
131-257 |
|
S3 |
129-280 |
130-150 |
131-230 |
|
S4 |
128-310 |
129-180 |
131-150 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-295 |
2.618 |
133-256 |
1.618 |
133-036 |
1.000 |
132-220 |
0.618 |
132-136 |
HIGH |
132-000 |
0.618 |
131-236 |
0.500 |
131-210 |
0.382 |
131-184 |
LOW |
131-100 |
0.618 |
130-284 |
1.000 |
130-200 |
1.618 |
130-064 |
2.618 |
129-164 |
4.250 |
128-125 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
131-277 |
131-265 |
PP |
131-243 |
131-220 |
S1 |
131-210 |
131-175 |
|