ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
133-180 |
133-170 |
-0-010 |
0.0% |
133-130 |
High |
133-200 |
133-280 |
0-080 |
0.2% |
133-280 |
Low |
133-110 |
133-150 |
0-040 |
0.1% |
133-070 |
Close |
133-170 |
133-230 |
0-060 |
0.1% |
133-230 |
Range |
0-090 |
0-130 |
0-040 |
44.4% |
0-210 |
ATR |
0-138 |
0-138 |
-0-001 |
-0.4% |
0-000 |
Volume |
12,692 |
21,602 |
8,910 |
70.2% |
54,469 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-290 |
134-230 |
133-302 |
|
R3 |
134-160 |
134-100 |
133-266 |
|
R2 |
134-030 |
134-030 |
133-254 |
|
R1 |
133-290 |
133-290 |
133-242 |
134-000 |
PP |
133-220 |
133-220 |
133-220 |
133-235 |
S1 |
133-160 |
133-160 |
133-218 |
133-190 |
S2 |
133-090 |
133-090 |
133-206 |
|
S3 |
132-280 |
133-030 |
133-194 |
|
S4 |
132-150 |
132-220 |
133-158 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-183 |
135-097 |
134-026 |
|
R3 |
134-293 |
134-207 |
133-288 |
|
R2 |
134-083 |
134-083 |
133-268 |
|
R1 |
133-317 |
133-317 |
133-249 |
134-040 |
PP |
133-193 |
133-193 |
133-193 |
133-215 |
S1 |
133-107 |
133-107 |
133-211 |
133-150 |
S2 |
132-303 |
132-303 |
133-192 |
|
S3 |
132-093 |
132-217 |
133-172 |
|
S4 |
131-203 |
132-007 |
133-114 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-192 |
2.618 |
134-300 |
1.618 |
134-170 |
1.000 |
134-090 |
0.618 |
134-040 |
HIGH |
133-280 |
0.618 |
133-230 |
0.500 |
133-215 |
0.382 |
133-200 |
LOW |
133-150 |
0.618 |
133-070 |
1.000 |
133-020 |
1.618 |
132-260 |
2.618 |
132-130 |
4.250 |
131-238 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
133-225 |
133-212 |
PP |
133-220 |
133-193 |
S1 |
133-215 |
133-175 |
|