ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
132-245 |
132-100 |
-0-145 |
-0.3% |
133-190 |
High |
132-245 |
132-125 |
-0-120 |
-0.3% |
133-265 |
Low |
132-085 |
131-255 |
-0-150 |
-0.4% |
132-170 |
Close |
132-125 |
131-300 |
-0-145 |
-0.3% |
132-255 |
Range |
0-160 |
0-190 |
0-030 |
18.8% |
1-095 |
ATR |
0-132 |
0-137 |
0-004 |
3.1% |
0-000 |
Volume |
824,976 |
1,197,143 |
372,167 |
45.1% |
4,499,243 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-263 |
133-152 |
132-084 |
|
R3 |
133-073 |
132-282 |
132-032 |
|
R2 |
132-203 |
132-203 |
132-015 |
|
R1 |
132-092 |
132-092 |
131-317 |
132-052 |
PP |
132-013 |
132-013 |
132-013 |
131-314 |
S1 |
131-222 |
131-222 |
131-283 |
131-182 |
S2 |
131-143 |
131-143 |
131-265 |
|
S3 |
130-273 |
131-032 |
131-248 |
|
S4 |
130-083 |
130-162 |
131-196 |
|
|
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 |
133-175 |
131-255 |
1-240 |
1.3% |
0-164 |
0.4% |
8% |
False |
True |
1,079,549 |
10 |
134-010 |
131-255 |
2-075 |
1.7% |
0-142 |
0.3% |
6% |
False |
True |
917,006 |
20 |
134-010 |
131-255 |
2-075 |
1.7% |
0-127 |
0.3% |
6% |
False |
True |
728,879 |
40 |
134-010 |
131-030 |
2-300 |
2.2% |
0-131 |
0.3% |
29% |
False |
False |
367,410 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-113 |
0.3% |
29% |
False |
False |
244,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-292 |
2.618 |
133-302 |
1.618 |
133-112 |
1.000 |
132-315 |
0.618 |
132-242 |
HIGH |
132-125 |
0.618 |
132-052 |
0.500 |
132-030 |
0.382 |
132-008 |
LOW |
131-255 |
0.618 |
131-138 |
1.000 |
131-065 |
1.618 |
130-268 |
2.618 |
130-078 |
4.250 |
129-088 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
132-030 |
132-110 |
PP |
132-013 |
132-067 |
S1 |
131-317 |
132-023 |
|