ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
133-160 |
133-015 |
-0-145 |
-0.3% |
133-130 |
High |
133-160 |
133-055 |
-0-105 |
-0.2% |
133-280 |
Low |
133-010 |
132-255 |
-0-075 |
-0.2% |
133-070 |
Close |
133-030 |
132-280 |
-0-070 |
-0.2% |
133-230 |
Range |
0-150 |
0-120 |
-0-030 |
-20.0% |
0-210 |
ATR |
0-139 |
0-137 |
-0-001 |
-1.0% |
0-000 |
Volume |
27,065 |
57,427 |
30,362 |
112.2% |
54,469 |
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-023 |
133-272 |
133-026 |
|
R3 |
133-223 |
133-152 |
132-313 |
|
R2 |
133-103 |
133-103 |
132-302 |
|
R1 |
133-032 |
133-032 |
132-291 |
133-008 |
PP |
132-303 |
132-303 |
132-303 |
132-291 |
S1 |
132-232 |
132-232 |
132-269 |
132-208 |
S2 |
132-183 |
132-183 |
132-258 |
|
S3 |
132-063 |
132-112 |
132-247 |
|
S4 |
131-263 |
131-312 |
132-214 |
|
|
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 |
134-245 |
2.618 |
134-049 |
1.618 |
133-249 |
1.000 |
133-175 |
0.618 |
133-129 |
HIGH |
133-055 |
0.618 |
133-009 |
0.500 |
132-315 |
0.382 |
132-301 |
LOW |
132-255 |
0.618 |
132-181 |
1.000 |
132-135 |
1.618 |
132-061 |
2.618 |
131-261 |
4.250 |
131-065 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
132-315 |
133-062 |
PP |
132-303 |
133-028 |
S1 |
132-292 |
132-314 |
|