ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 07-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
132-160 |
132-080 |
-0-080 |
-0.2% |
132-020 |
High |
132-170 |
133-060 |
0-210 |
0.5% |
132-160 |
Low |
132-020 |
132-080 |
0-060 |
0.1% |
131-250 |
Close |
132-040 |
133-020 |
0-300 |
0.7% |
132-070 |
Range |
0-150 |
0-300 |
0-150 |
100.0% |
0-230 |
ATR |
0-136 |
0-150 |
0-015 |
10.7% |
0-000 |
Volume |
5,419 |
4,826 |
-593 |
-10.9% |
14,119 |
|
Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-207 |
135-093 |
133-185 |
|
R3 |
134-227 |
134-113 |
133-102 |
|
R2 |
133-247 |
133-247 |
133-075 |
|
R1 |
133-133 |
133-133 |
133-048 |
133-190 |
PP |
132-267 |
132-267 |
132-267 |
132-295 |
S1 |
132-153 |
132-153 |
132-312 |
132-210 |
S2 |
131-287 |
131-287 |
132-285 |
|
S3 |
130-307 |
131-173 |
132-258 |
|
S4 |
130-007 |
130-193 |
132-175 |
|
|
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 |
137-055 |
2.618 |
135-205 |
1.618 |
134-225 |
1.000 |
134-040 |
0.618 |
133-245 |
HIGH |
133-060 |
0.618 |
132-265 |
0.500 |
132-230 |
0.382 |
132-195 |
LOW |
132-080 |
0.618 |
131-215 |
1.000 |
131-100 |
1.618 |
130-235 |
2.618 |
129-255 |
4.250 |
128-085 |
|
|
Fisher Pivots for day following 07-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
132-303 |
132-293 |
PP |
132-267 |
132-247 |
S1 |
132-230 |
132-200 |
|