ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
133-195 |
133-255 |
0-060 |
0.1% |
132-270 |
High |
133-295 |
134-010 |
0-035 |
0.1% |
133-225 |
Low |
133-160 |
133-240 |
0-080 |
0.2% |
132-250 |
Close |
133-255 |
133-280 |
0-025 |
0.1% |
133-205 |
Range |
0-135 |
0-090 |
-0-045 |
-33.3% |
0-295 |
ATR |
0-125 |
0-123 |
-0-003 |
-2.0% |
0-000 |
Volume |
883,312 |
701,629 |
-181,683 |
-20.6% |
3,678,867 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-233 |
134-187 |
134-010 |
|
R3 |
134-143 |
134-097 |
133-305 |
|
R2 |
134-053 |
134-053 |
133-296 |
|
R1 |
134-007 |
134-007 |
133-288 |
134-030 |
PP |
133-283 |
133-283 |
133-283 |
133-295 |
S1 |
133-237 |
133-237 |
133-272 |
133-260 |
S2 |
133-193 |
133-193 |
133-264 |
|
S3 |
133-103 |
133-147 |
133-255 |
|
S4 |
133-013 |
133-057 |
133-230 |
|
|
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 |
135-072 |
2.618 |
134-246 |
1.618 |
134-156 |
1.000 |
134-100 |
0.618 |
134-066 |
HIGH |
134-010 |
0.618 |
133-296 |
0.500 |
133-285 |
0.382 |
133-274 |
LOW |
133-240 |
0.618 |
133-184 |
1.000 |
133-150 |
1.618 |
133-094 |
2.618 |
133-004 |
4.250 |
132-178 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
133-285 |
133-261 |
PP |
133-283 |
133-242 |
S1 |
133-282 |
133-222 |
|