ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 29-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
133-085 |
133-130 |
0-045 |
0.1% |
133-190 |
High |
133-185 |
133-190 |
0-005 |
0.0% |
133-190 |
Low |
133-085 |
133-090 |
0-005 |
0.0% |
132-250 |
Close |
133-155 |
133-170 |
0-015 |
0.0% |
132-265 |
Range |
0-100 |
0-100 |
0-000 |
0.0% |
0-260 |
ATR |
0-132 |
0-130 |
-0-002 |
-1.7% |
0-000 |
Volume |
1,070,650 |
752,699 |
-317,951 |
-29.7% |
172,480 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-130 |
134-090 |
133-225 |
|
R3 |
134-030 |
133-310 |
133-198 |
|
R2 |
133-250 |
133-250 |
133-188 |
|
R1 |
133-210 |
133-210 |
133-179 |
133-230 |
PP |
133-150 |
133-150 |
133-150 |
133-160 |
S1 |
133-110 |
133-110 |
133-161 |
133-130 |
S2 |
133-050 |
133-050 |
133-152 |
|
S3 |
132-270 |
133-010 |
133-142 |
|
S4 |
132-170 |
132-230 |
133-115 |
|
|
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 |
134-295 |
2.618 |
134-132 |
1.618 |
134-032 |
1.000 |
133-290 |
0.618 |
133-252 |
HIGH |
133-190 |
0.618 |
133-152 |
0.500 |
133-140 |
0.382 |
133-128 |
LOW |
133-090 |
0.618 |
133-028 |
1.000 |
132-310 |
1.618 |
132-248 |
2.618 |
132-148 |
4.250 |
131-305 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
133-160 |
133-140 |
PP |
133-150 |
133-110 |
S1 |
133-140 |
133-080 |
|