ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
133-195 |
133-115 |
-0-080 |
-0.2% |
133-185 |
High |
133-220 |
133-175 |
-0-045 |
-0.1% |
134-010 |
Low |
133-095 |
132-310 |
-0-105 |
-0.2% |
133-085 |
Close |
133-130 |
133-020 |
-0-110 |
-0.3% |
133-180 |
Range |
0-125 |
0-185 |
0-060 |
48.0% |
0-245 |
ATR |
0-123 |
0-128 |
0-004 |
3.6% |
0-000 |
Volume |
602,286 |
1,207,617 |
605,331 |
100.5% |
4,221,720 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-297 |
134-183 |
133-122 |
|
R3 |
134-112 |
133-318 |
133-071 |
|
R2 |
133-247 |
133-247 |
133-054 |
|
R1 |
133-133 |
133-133 |
133-037 |
133-098 |
PP |
133-062 |
133-062 |
133-062 |
133-044 |
S1 |
132-268 |
132-268 |
133-003 |
132-232 |
S2 |
132-197 |
132-197 |
132-306 |
|
S3 |
132-012 |
132-083 |
132-289 |
|
S4 |
131-147 |
131-218 |
132-238 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-293 |
135-162 |
133-315 |
|
R3 |
135-048 |
134-237 |
133-247 |
|
R2 |
134-123 |
134-123 |
133-225 |
|
R1 |
133-312 |
133-312 |
133-202 |
133-255 |
PP |
133-198 |
133-198 |
133-198 |
133-170 |
S1 |
133-067 |
133-067 |
133-158 |
133-010 |
S2 |
132-273 |
132-273 |
133-135 |
|
S3 |
132-028 |
132-142 |
133-113 |
|
S4 |
131-103 |
131-217 |
133-045 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-010 |
132-310 |
1-020 |
0.8% |
0-130 |
0.3% |
9% |
False |
True |
819,324 |
10 |
134-010 |
132-310 |
1-020 |
0.8% |
0-120 |
0.3% |
9% |
False |
True |
811,547 |
20 |
134-010 |
132-250 |
1-080 |
0.9% |
0-118 |
0.3% |
23% |
False |
False |
522,334 |
40 |
134-010 |
131-030 |
2-300 |
2.2% |
0-128 |
0.3% |
67% |
False |
False |
262,710 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-103 |
0.2% |
67% |
False |
False |
175,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-001 |
2.618 |
135-019 |
1.618 |
134-154 |
1.000 |
134-040 |
0.618 |
133-289 |
HIGH |
133-175 |
0.618 |
133-104 |
0.500 |
133-082 |
0.382 |
133-061 |
LOW |
132-310 |
0.618 |
132-196 |
1.000 |
132-125 |
1.618 |
132-011 |
2.618 |
131-146 |
4.250 |
130-164 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
133-082 |
133-128 |
PP |
133-062 |
133-092 |
S1 |
133-041 |
133-056 |
|