ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 12-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
133-130 |
133-130 |
0-000 |
0.0% |
132-080 |
High |
133-220 |
133-150 |
-0-070 |
-0.2% |
133-220 |
Low |
133-070 |
133-080 |
0-010 |
0.0% |
132-020 |
Close |
133-130 |
133-130 |
0-000 |
0.0% |
133-130 |
Range |
0-150 |
0-070 |
-0-080 |
-53.3% |
1-200 |
ATR |
0-152 |
0-146 |
-0-006 |
-3.9% |
0-000 |
Volume |
6,993 |
11,403 |
4,410 |
63.1% |
29,382 |
|
Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-010 |
133-300 |
133-168 |
|
R3 |
133-260 |
133-230 |
133-149 |
|
R2 |
133-190 |
133-190 |
133-143 |
|
R1 |
133-160 |
133-160 |
133-136 |
133-165 |
PP |
133-120 |
133-120 |
133-120 |
133-122 |
S1 |
133-090 |
133-090 |
133-124 |
133-095 |
S2 |
133-050 |
133-050 |
133-117 |
|
S3 |
132-300 |
133-020 |
133-111 |
|
S4 |
132-230 |
132-270 |
133-092 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-297 |
137-093 |
134-096 |
|
R3 |
136-097 |
135-213 |
133-273 |
|
R2 |
134-217 |
134-217 |
133-225 |
|
R1 |
134-013 |
134-013 |
133-178 |
134-115 |
PP |
133-017 |
133-017 |
133-017 |
133-068 |
S1 |
132-133 |
132-133 |
133-082 |
132-235 |
S2 |
131-137 |
131-137 |
133-035 |
|
S3 |
129-257 |
130-253 |
132-307 |
|
S4 |
128-057 |
129-053 |
132-164 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-128 |
2.618 |
134-013 |
1.618 |
133-263 |
1.000 |
133-220 |
0.618 |
133-193 |
HIGH |
133-150 |
0.618 |
133-123 |
0.500 |
133-115 |
0.382 |
133-107 |
LOW |
133-080 |
0.618 |
133-037 |
1.000 |
133-010 |
1.618 |
132-287 |
2.618 |
132-217 |
4.250 |
132-102 |
|
|
Fisher Pivots for day following 12-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
133-125 |
133-118 |
PP |
133-120 |
133-107 |
S1 |
133-115 |
133-095 |
|