ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 02-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
132-090 |
132-040 |
-0-050 |
-0.1% |
132-020 |
High |
132-110 |
132-090 |
-0-020 |
0.0% |
132-160 |
Low |
132-030 |
131-250 |
-0-100 |
-0.2% |
131-250 |
Close |
132-080 |
132-070 |
-0-010 |
0.0% |
132-070 |
Range |
0-080 |
0-160 |
0-080 |
100.0% |
0-230 |
ATR |
0-130 |
0-132 |
0-002 |
1.7% |
0-000 |
Volume |
3,323 |
8,459 |
5,136 |
154.6% |
14,119 |
|
Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-190 |
133-130 |
132-158 |
|
R3 |
133-030 |
132-290 |
132-114 |
|
R2 |
132-190 |
132-190 |
132-099 |
|
R1 |
132-130 |
132-130 |
132-085 |
132-160 |
PP |
132-030 |
132-030 |
132-030 |
132-045 |
S1 |
131-290 |
131-290 |
132-055 |
132-000 |
S2 |
131-190 |
131-190 |
132-041 |
|
S3 |
131-030 |
131-130 |
132-026 |
|
S4 |
130-190 |
130-290 |
131-302 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-103 |
133-317 |
132-196 |
|
R3 |
133-193 |
133-087 |
132-133 |
|
R2 |
132-283 |
132-283 |
132-112 |
|
R1 |
132-177 |
132-177 |
132-091 |
132-230 |
PP |
132-053 |
132-053 |
132-053 |
132-080 |
S1 |
131-267 |
131-267 |
132-049 |
132-000 |
S2 |
131-143 |
131-143 |
132-028 |
|
S3 |
130-233 |
131-037 |
132-007 |
|
S4 |
130-003 |
130-127 |
131-264 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-130 |
2.618 |
133-189 |
1.618 |
133-029 |
1.000 |
132-250 |
0.618 |
132-189 |
HIGH |
132-090 |
0.618 |
132-029 |
0.500 |
132-010 |
0.382 |
131-311 |
LOW |
131-250 |
0.618 |
131-151 |
1.000 |
131-090 |
1.618 |
130-311 |
2.618 |
130-151 |
4.250 |
129-210 |
|
|
Fisher Pivots for day following 02-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
132-050 |
132-062 |
PP |
132-030 |
132-053 |
S1 |
132-010 |
132-045 |
|