ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 15-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
133-160 |
133-180 |
0-020 |
0.0% |
132-080 |
High |
133-190 |
133-200 |
0-010 |
0.0% |
133-220 |
Low |
133-070 |
133-110 |
0-040 |
0.1% |
132-020 |
Close |
133-180 |
133-170 |
-0-010 |
0.0% |
133-130 |
Range |
0-120 |
0-090 |
-0-030 |
-25.0% |
1-200 |
ATR |
0-142 |
0-138 |
-0-004 |
-2.6% |
0-000 |
Volume |
8,091 |
12,692 |
4,601 |
56.9% |
29,382 |
|
Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-110 |
134-070 |
133-220 |
|
R3 |
134-020 |
133-300 |
133-195 |
|
R2 |
133-250 |
133-250 |
133-186 |
|
R1 |
133-210 |
133-210 |
133-178 |
133-185 |
PP |
133-160 |
133-160 |
133-160 |
133-148 |
S1 |
133-120 |
133-120 |
133-162 |
133-095 |
S2 |
133-070 |
133-070 |
133-154 |
|
S3 |
132-300 |
133-030 |
133-145 |
|
S4 |
132-210 |
132-260 |
133-120 |
|
|
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 |
134-262 |
2.618 |
134-116 |
1.618 |
134-026 |
1.000 |
133-290 |
0.618 |
133-256 |
HIGH |
133-200 |
0.618 |
133-166 |
0.500 |
133-155 |
0.382 |
133-144 |
LOW |
133-110 |
0.618 |
133-054 |
1.000 |
133-020 |
1.618 |
132-284 |
2.618 |
132-194 |
4.250 |
132-048 |
|
|
Fisher Pivots for day following 15-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
133-165 |
133-162 |
PP |
133-160 |
133-153 |
S1 |
133-155 |
133-145 |
|