ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
133-015 |
133-085 |
0-070 |
0.2% |
133-190 |
High |
133-095 |
133-185 |
0-090 |
0.2% |
133-190 |
Low |
132-290 |
133-085 |
0-115 |
0.3% |
132-250 |
Close |
133-070 |
133-155 |
0-085 |
0.2% |
132-265 |
Range |
0-125 |
0-100 |
-0-025 |
-20.0% |
0-260 |
ATR |
0-133 |
0-132 |
-0-001 |
-1.0% |
0-000 |
Volume |
589,718 |
1,070,650 |
480,932 |
81.6% |
172,480 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-122 |
134-078 |
133-210 |
|
R3 |
134-022 |
133-298 |
133-182 |
|
R2 |
133-242 |
133-242 |
133-173 |
|
R1 |
133-198 |
133-198 |
133-164 |
133-220 |
PP |
133-142 |
133-142 |
133-142 |
133-152 |
S1 |
133-098 |
133-098 |
133-146 |
133-120 |
S2 |
133-042 |
133-042 |
133-137 |
|
S3 |
132-262 |
132-318 |
133-128 |
|
S4 |
132-162 |
132-218 |
133-100 |
|
|
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 |
134-290 |
2.618 |
134-127 |
1.618 |
134-027 |
1.000 |
133-285 |
0.618 |
133-247 |
HIGH |
133-185 |
0.618 |
133-147 |
0.500 |
133-135 |
0.382 |
133-123 |
LOW |
133-085 |
0.618 |
133-023 |
1.000 |
132-305 |
1.618 |
132-243 |
2.618 |
132-143 |
4.250 |
131-300 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
133-148 |
133-122 |
PP |
133-142 |
133-090 |
S1 |
133-135 |
133-058 |
|