ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
132-100 |
132-005 |
-0-095 |
-0.2% |
133-190 |
High |
132-125 |
132-110 |
-0-015 |
0.0% |
133-265 |
Low |
131-255 |
131-280 |
0-025 |
0.1% |
132-170 |
Close |
131-300 |
132-050 |
0-070 |
0.2% |
132-255 |
Range |
0-190 |
0-150 |
-0-040 |
-21.1% |
1-095 |
ATR |
0-137 |
0-137 |
0-001 |
0.7% |
0-000 |
Volume |
1,197,143 |
1,131,712 |
-65,431 |
-5.5% |
4,499,243 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-170 |
133-100 |
132-132 |
|
R3 |
133-020 |
132-270 |
132-091 |
|
R2 |
132-190 |
132-190 |
132-078 |
|
R1 |
132-120 |
132-120 |
132-064 |
132-155 |
PP |
132-040 |
132-040 |
132-040 |
132-058 |
S1 |
131-290 |
131-290 |
132-036 |
132-005 |
S2 |
131-210 |
131-210 |
132-022 |
|
S3 |
131-060 |
131-140 |
132-009 |
|
S4 |
130-230 |
130-310 |
131-288 |
|
|
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 |
133-055 |
131-255 |
1-120 |
1.0% |
0-157 |
0.4% |
26% |
False |
False |
1,064,368 |
10 |
134-010 |
131-255 |
2-075 |
1.7% |
0-144 |
0.3% |
16% |
False |
False |
941,846 |
20 |
134-010 |
131-255 |
2-075 |
1.7% |
0-127 |
0.3% |
16% |
False |
False |
784,111 |
40 |
134-010 |
131-030 |
2-300 |
2.2% |
0-132 |
0.3% |
36% |
False |
False |
395,698 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-116 |
0.3% |
36% |
False |
False |
263,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-108 |
2.618 |
133-183 |
1.618 |
133-033 |
1.000 |
132-260 |
0.618 |
132-203 |
HIGH |
132-110 |
0.618 |
132-053 |
0.500 |
132-035 |
0.382 |
132-017 |
LOW |
131-280 |
0.618 |
131-187 |
1.000 |
131-130 |
1.618 |
131-037 |
2.618 |
130-207 |
4.250 |
129-282 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
132-045 |
132-090 |
PP |
132-040 |
132-077 |
S1 |
132-035 |
132-063 |
|