ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 30-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
133-130 |
133-165 |
0-035 |
0.1% |
132-270 |
High |
133-190 |
133-225 |
0-035 |
0.1% |
133-225 |
Low |
133-090 |
133-130 |
0-040 |
0.1% |
132-250 |
Close |
133-170 |
133-205 |
0-035 |
0.1% |
133-205 |
Range |
0-100 |
0-095 |
-0-005 |
-5.0% |
0-295 |
ATR |
0-130 |
0-127 |
-0-002 |
-1.9% |
0-000 |
Volume |
752,699 |
809,825 |
57,126 |
7.6% |
3,678,867 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-152 |
134-113 |
133-257 |
|
R3 |
134-057 |
134-018 |
133-231 |
|
R2 |
133-282 |
133-282 |
133-222 |
|
R1 |
133-243 |
133-243 |
133-214 |
133-262 |
PP |
133-187 |
133-187 |
133-187 |
133-196 |
S1 |
133-148 |
133-148 |
133-196 |
133-168 |
S2 |
133-092 |
133-092 |
133-188 |
|
S3 |
132-317 |
133-053 |
133-179 |
|
S4 |
132-222 |
132-278 |
133-153 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-045 |
135-260 |
134-047 |
|
R3 |
135-070 |
134-285 |
133-286 |
|
R2 |
134-095 |
134-095 |
133-259 |
|
R1 |
133-310 |
133-310 |
133-232 |
134-042 |
PP |
133-120 |
133-120 |
133-120 |
133-146 |
S1 |
133-015 |
133-015 |
133-178 |
133-068 |
S2 |
132-145 |
132-145 |
133-151 |
|
S3 |
131-170 |
132-040 |
133-124 |
|
S4 |
130-195 |
131-065 |
133-043 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-309 |
2.618 |
134-154 |
1.618 |
134-059 |
1.000 |
134-000 |
0.618 |
133-284 |
HIGH |
133-225 |
0.618 |
133-189 |
0.500 |
133-178 |
0.382 |
133-166 |
LOW |
133-130 |
0.618 |
133-071 |
1.000 |
133-035 |
1.618 |
132-296 |
2.618 |
132-201 |
4.250 |
132-046 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
133-196 |
133-188 |
PP |
133-187 |
133-172 |
S1 |
133-178 |
133-155 |
|