ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
132-210 |
132-245 |
0-035 |
0.1% |
133-190 |
High |
132-285 |
132-245 |
-0-040 |
-0.1% |
133-265 |
Low |
132-170 |
132-085 |
-0-085 |
-0.2% |
132-170 |
Close |
132-255 |
132-125 |
-0-130 |
-0.3% |
132-255 |
Range |
0-115 |
0-160 |
0-045 |
39.1% |
1-095 |
ATR |
0-130 |
0-132 |
0-003 |
2.2% |
0-000 |
Volume |
856,378 |
824,976 |
-31,402 |
-3.7% |
4,499,243 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-312 |
133-218 |
132-213 |
|
R3 |
133-152 |
133-058 |
132-169 |
|
R2 |
132-312 |
132-312 |
132-154 |
|
R1 |
132-218 |
132-218 |
132-140 |
132-185 |
PP |
132-152 |
132-152 |
132-152 |
132-135 |
S1 |
132-058 |
132-058 |
132-110 |
132-025 |
S2 |
131-312 |
131-312 |
132-096 |
|
S3 |
131-152 |
131-218 |
132-081 |
|
S4 |
130-312 |
131-058 |
132-037 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-302 |
136-053 |
133-163 |
|
R3 |
135-207 |
134-278 |
133-049 |
|
R2 |
134-112 |
134-112 |
133-011 |
|
R1 |
133-183 |
133-183 |
132-293 |
133-100 |
PP |
133-017 |
133-017 |
133-017 |
132-295 |
S1 |
132-088 |
132-088 |
132-217 |
132-005 |
S2 |
131-242 |
131-242 |
132-179 |
|
S3 |
130-147 |
130-313 |
132-141 |
|
S4 |
129-052 |
129-218 |
132-027 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-220 |
132-085 |
1-135 |
1.1% |
0-151 |
0.4% |
9% |
False |
True |
960,577 |
10 |
134-010 |
132-085 |
1-245 |
1.3% |
0-133 |
0.3% |
7% |
False |
True |
873,501 |
20 |
134-010 |
132-085 |
1-245 |
1.3% |
0-123 |
0.3% |
7% |
False |
True |
669,864 |
40 |
134-010 |
131-030 |
2-300 |
2.2% |
0-129 |
0.3% |
44% |
False |
False |
337,514 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-110 |
0.3% |
44% |
False |
False |
225,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-285 |
2.618 |
134-024 |
1.618 |
133-184 |
1.000 |
133-085 |
0.618 |
133-024 |
HIGH |
132-245 |
0.618 |
132-184 |
0.500 |
132-165 |
0.382 |
132-146 |
LOW |
132-085 |
0.618 |
131-306 |
1.000 |
131-245 |
1.618 |
131-146 |
2.618 |
130-306 |
4.250 |
130-045 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
132-165 |
132-230 |
PP |
132-152 |
132-195 |
S1 |
132-138 |
132-160 |
|