ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 29-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
131-100 |
132-020 |
0-240 |
0.6% |
131-210 |
High |
132-000 |
132-080 |
0-080 |
0.2% |
132-000 |
Low |
131-100 |
132-020 |
0-240 |
0.6% |
131-030 |
Close |
131-310 |
132-060 |
0-070 |
0.2% |
131-310 |
Range |
0-220 |
0-060 |
-0-160 |
-72.7% |
0-290 |
ATR |
0-130 |
0-127 |
-0-003 |
-2.2% |
0-000 |
Volume |
2,656 |
596 |
-2,060 |
-77.6% |
5,340 |
|
Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-233 |
132-207 |
132-093 |
|
R3 |
132-173 |
132-147 |
132-076 |
|
R2 |
132-113 |
132-113 |
132-071 |
|
R1 |
132-087 |
132-087 |
132-066 |
132-100 |
PP |
132-053 |
132-053 |
132-053 |
132-060 |
S1 |
132-027 |
132-027 |
132-054 |
132-040 |
S2 |
131-313 |
131-313 |
132-049 |
|
S3 |
131-253 |
131-287 |
132-044 |
|
S4 |
131-193 |
131-227 |
132-027 |
|
|
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 |
133-015 |
2.618 |
132-237 |
1.618 |
132-177 |
1.000 |
132-140 |
0.618 |
132-117 |
HIGH |
132-080 |
0.618 |
132-057 |
0.500 |
132-050 |
0.382 |
132-043 |
LOW |
132-020 |
0.618 |
131-303 |
1.000 |
131-280 |
1.618 |
131-243 |
2.618 |
131-183 |
4.250 |
131-085 |
|
|
Fisher Pivots for day following 29-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
132-057 |
132-005 |
PP |
132-053 |
131-270 |
S1 |
132-050 |
131-215 |
|