ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
133-015 |
132-260 |
-0-075 |
-0.2% |
133-190 |
High |
133-055 |
133-005 |
-0-050 |
-0.1% |
133-190 |
Low |
132-255 |
132-250 |
-0-005 |
0.0% |
132-250 |
Close |
132-280 |
132-265 |
-0-015 |
0.0% |
132-265 |
Range |
0-120 |
0-075 |
-0-045 |
-37.5% |
0-260 |
ATR |
0-137 |
0-133 |
-0-004 |
-3.2% |
0-000 |
Volume |
57,427 |
71,140 |
13,713 |
23.9% |
172,480 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-185 |
133-140 |
132-306 |
|
R3 |
133-110 |
133-065 |
132-286 |
|
R2 |
133-035 |
133-035 |
132-279 |
|
R1 |
132-310 |
132-310 |
132-272 |
133-012 |
PP |
132-280 |
132-280 |
132-280 |
132-291 |
S1 |
132-235 |
132-235 |
132-258 |
132-258 |
S2 |
132-205 |
132-205 |
132-251 |
|
S3 |
132-130 |
132-160 |
132-244 |
|
S4 |
132-055 |
132-085 |
132-224 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-162 |
134-313 |
133-088 |
|
R3 |
134-222 |
134-053 |
133-016 |
|
R2 |
133-282 |
133-282 |
132-313 |
|
R1 |
133-113 |
133-113 |
132-289 |
133-068 |
PP |
133-022 |
133-022 |
133-022 |
132-319 |
S1 |
132-173 |
132-173 |
132-241 |
132-128 |
S2 |
132-082 |
132-082 |
132-217 |
|
S3 |
131-142 |
131-233 |
132-194 |
|
S4 |
130-202 |
130-293 |
132-122 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-004 |
2.618 |
133-201 |
1.618 |
133-126 |
1.000 |
133-080 |
0.618 |
133-051 |
HIGH |
133-005 |
0.618 |
132-296 |
0.500 |
132-288 |
0.382 |
132-279 |
LOW |
132-250 |
0.618 |
132-204 |
1.000 |
132-175 |
1.618 |
132-129 |
2.618 |
132-054 |
4.250 |
131-251 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
132-288 |
133-045 |
PP |
132-280 |
133-012 |
S1 |
132-272 |
132-298 |
|