ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
133-115 |
133-020 |
-0-095 |
-0.2% |
133-185 |
High |
133-175 |
133-055 |
-0-120 |
-0.3% |
134-010 |
Low |
132-310 |
132-205 |
-0-105 |
-0.2% |
133-085 |
Close |
133-020 |
132-235 |
-0-105 |
-0.2% |
133-180 |
Range |
0-185 |
0-170 |
-0-015 |
-8.1% |
0-245 |
ATR |
0-128 |
0-131 |
0-003 |
2.4% |
0-000 |
Volume |
1,207,617 |
1,311,631 |
104,014 |
8.6% |
4,221,720 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-142 |
134-038 |
133-008 |
|
R3 |
133-292 |
133-188 |
132-282 |
|
R2 |
133-122 |
133-122 |
132-266 |
|
R1 |
133-018 |
133-018 |
132-251 |
132-305 |
PP |
132-272 |
132-272 |
132-272 |
132-255 |
S1 |
132-168 |
132-168 |
132-219 |
132-135 |
S2 |
132-102 |
132-102 |
132-204 |
|
S3 |
131-252 |
131-318 |
132-188 |
|
S4 |
131-082 |
131-148 |
132-142 |
|
|
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 |
133-310 |
132-205 |
1-105 |
1.0% |
0-146 |
0.3% |
7% |
False |
True |
941,325 |
10 |
134-010 |
132-205 |
1-125 |
1.0% |
0-126 |
0.3% |
7% |
False |
True |
867,441 |
20 |
134-010 |
132-205 |
1-125 |
1.0% |
0-120 |
0.3% |
7% |
False |
True |
587,511 |
40 |
134-010 |
131-030 |
2-300 |
2.2% |
0-128 |
0.3% |
56% |
False |
False |
295,500 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-106 |
0.2% |
56% |
False |
False |
197,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-138 |
2.618 |
134-180 |
1.618 |
134-010 |
1.000 |
133-225 |
0.618 |
133-160 |
HIGH |
133-055 |
0.618 |
132-310 |
0.500 |
132-290 |
0.382 |
132-270 |
LOW |
132-205 |
0.618 |
132-100 |
1.000 |
132-035 |
1.618 |
131-250 |
2.618 |
131-080 |
4.250 |
130-122 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
132-290 |
133-052 |
PP |
132-272 |
133-007 |
S1 |
132-253 |
132-281 |
|