ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 30-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
132-020 |
132-100 |
0-080 |
0.2% |
131-210 |
High |
132-080 |
132-130 |
0-050 |
0.1% |
132-000 |
Low |
132-020 |
132-010 |
-0-010 |
0.0% |
131-030 |
Close |
132-060 |
132-030 |
-0-030 |
-0.1% |
131-310 |
Range |
0-060 |
0-120 |
0-060 |
100.0% |
0-290 |
ATR |
0-127 |
0-127 |
-0-001 |
-0.4% |
0-000 |
Volume |
596 |
1,491 |
895 |
150.2% |
5,340 |
|
Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-097 |
133-023 |
132-096 |
|
R3 |
132-297 |
132-223 |
132-063 |
|
R2 |
132-177 |
132-177 |
132-052 |
|
R1 |
132-103 |
132-103 |
132-041 |
132-080 |
PP |
132-057 |
132-057 |
132-057 |
132-045 |
S1 |
131-303 |
131-303 |
132-019 |
131-280 |
S2 |
131-257 |
131-257 |
132-008 |
|
S3 |
131-137 |
131-183 |
131-317 |
|
S4 |
131-017 |
131-063 |
131-284 |
|
|
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 |
134-000 |
2.618 |
133-124 |
1.618 |
133-004 |
1.000 |
132-250 |
0.618 |
132-204 |
HIGH |
132-130 |
0.618 |
132-084 |
0.500 |
132-070 |
0.382 |
132-056 |
LOW |
132-010 |
0.618 |
131-256 |
1.000 |
131-210 |
1.618 |
131-136 |
2.618 |
131-016 |
4.250 |
130-140 |
|
|
Fisher Pivots for day following 30-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
132-070 |
132-005 |
PP |
132-057 |
131-300 |
S1 |
132-043 |
131-275 |
|