ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
132-080 |
132-160 |
0-080 |
0.2% |
132-020 |
High |
132-220 |
132-170 |
-0-050 |
-0.1% |
132-160 |
Low |
132-080 |
132-020 |
-0-060 |
-0.1% |
131-250 |
Close |
132-190 |
132-040 |
-0-150 |
-0.4% |
132-070 |
Range |
0-140 |
0-150 |
0-010 |
7.1% |
0-230 |
ATR |
0-133 |
0-136 |
0-003 |
2.0% |
0-000 |
Volume |
4,972 |
5,419 |
447 |
9.0% |
14,119 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-207 |
133-113 |
132-122 |
|
R3 |
133-057 |
132-283 |
132-081 |
|
R2 |
132-227 |
132-227 |
132-068 |
|
R1 |
132-133 |
132-133 |
132-054 |
132-105 |
PP |
132-077 |
132-077 |
132-077 |
132-062 |
S1 |
131-303 |
131-303 |
132-026 |
131-275 |
S2 |
131-247 |
131-247 |
132-012 |
|
S3 |
131-097 |
131-153 |
131-319 |
|
S4 |
130-267 |
131-003 |
131-278 |
|
|
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 |
134-168 |
2.618 |
133-243 |
1.618 |
133-093 |
1.000 |
133-000 |
0.618 |
132-263 |
HIGH |
132-170 |
0.618 |
132-113 |
0.500 |
132-095 |
0.382 |
132-077 |
LOW |
132-020 |
0.618 |
131-247 |
1.000 |
131-190 |
1.618 |
131-097 |
2.618 |
130-267 |
4.250 |
130-022 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
132-095 |
132-075 |
PP |
132-077 |
132-063 |
S1 |
132-058 |
132-052 |
|