ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 01-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
131-300 |
132-090 |
0-110 |
0.3% |
131-210 |
High |
132-160 |
132-110 |
-0-050 |
-0.1% |
132-000 |
Low |
131-300 |
132-030 |
0-050 |
0.1% |
131-030 |
Close |
132-150 |
132-080 |
-0-070 |
-0.2% |
131-310 |
Range |
0-180 |
0-080 |
-0-100 |
-55.6% |
0-290 |
ATR |
0-130 |
0-130 |
-0-001 |
-0.6% |
0-000 |
Volume |
250 |
3,323 |
3,073 |
1,229.2% |
5,340 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-313 |
132-277 |
132-124 |
|
R3 |
132-233 |
132-197 |
132-102 |
|
R2 |
132-153 |
132-153 |
132-095 |
|
R1 |
132-117 |
132-117 |
132-087 |
132-095 |
PP |
132-073 |
132-073 |
132-073 |
132-062 |
S1 |
132-037 |
132-037 |
132-073 |
132-015 |
S2 |
131-313 |
131-313 |
132-065 |
|
S3 |
131-233 |
131-277 |
132-058 |
|
S4 |
131-153 |
131-197 |
132-036 |
|
|
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 |
133-130 |
2.618 |
132-319 |
1.618 |
132-239 |
1.000 |
132-190 |
0.618 |
132-159 |
HIGH |
132-110 |
0.618 |
132-079 |
0.500 |
132-070 |
0.382 |
132-061 |
LOW |
132-030 |
0.618 |
131-301 |
1.000 |
131-270 |
1.618 |
131-221 |
2.618 |
131-141 |
4.250 |
131-010 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
132-077 |
132-077 |
PP |
132-073 |
132-073 |
S1 |
132-070 |
132-070 |
|