ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
132-260 |
132-270 |
0-010 |
0.0% |
133-190 |
High |
133-005 |
133-075 |
0-070 |
0.2% |
133-190 |
Low |
132-250 |
132-250 |
0-000 |
0.0% |
132-250 |
Close |
132-265 |
133-020 |
0-075 |
0.2% |
132-265 |
Range |
0-075 |
0-145 |
0-070 |
93.3% |
0-260 |
ATR |
0-133 |
0-134 |
0-001 |
0.6% |
0-000 |
Volume |
71,140 |
455,975 |
384,835 |
541.0% |
172,480 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-123 |
134-057 |
133-100 |
|
R3 |
133-298 |
133-232 |
133-060 |
|
R2 |
133-153 |
133-153 |
133-047 |
|
R1 |
133-087 |
133-087 |
133-033 |
133-120 |
PP |
133-008 |
133-008 |
133-008 |
133-025 |
S1 |
132-262 |
132-262 |
133-007 |
132-295 |
S2 |
132-183 |
132-183 |
132-313 |
|
S3 |
132-038 |
132-117 |
132-300 |
|
S4 |
131-213 |
131-292 |
132-260 |
|
|
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 |
135-051 |
2.618 |
134-135 |
1.618 |
133-310 |
1.000 |
133-220 |
0.618 |
133-165 |
HIGH |
133-075 |
0.618 |
133-020 |
0.500 |
133-002 |
0.382 |
132-305 |
LOW |
132-250 |
0.618 |
132-160 |
1.000 |
132-105 |
1.618 |
132-015 |
2.618 |
131-190 |
4.250 |
130-274 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
133-014 |
133-014 |
PP |
133-008 |
133-008 |
S1 |
133-002 |
133-002 |
|