ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
132-050 |
132-045 |
-0-005 |
0.0% |
132-245 |
High |
132-120 |
132-205 |
0-085 |
0.2% |
132-245 |
Low |
132-035 |
132-020 |
-0-015 |
0.0% |
131-255 |
Close |
132-050 |
132-155 |
0-105 |
0.2% |
132-155 |
Range |
0-085 |
0-185 |
0-100 |
117.6% |
0-310 |
ATR |
0-134 |
0-137 |
0-004 |
2.7% |
0-000 |
Volume |
957,300 |
706,935 |
-250,365 |
-26.2% |
4,818,066 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-042 |
133-283 |
132-257 |
|
R3 |
133-177 |
133-098 |
132-206 |
|
R2 |
132-312 |
132-312 |
132-189 |
|
R1 |
132-233 |
132-233 |
132-172 |
132-272 |
PP |
132-127 |
132-127 |
132-127 |
132-146 |
S1 |
132-048 |
132-048 |
132-138 |
132-088 |
S2 |
131-262 |
131-262 |
132-121 |
|
S3 |
131-077 |
131-183 |
132-104 |
|
S4 |
130-212 |
130-318 |
132-053 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-082 |
134-268 |
133-006 |
|
R3 |
134-092 |
133-278 |
132-240 |
|
R2 |
133-102 |
133-102 |
132-212 |
|
R1 |
132-288 |
132-288 |
132-183 |
132-200 |
PP |
132-112 |
132-112 |
132-112 |
132-068 |
S1 |
131-298 |
131-298 |
132-127 |
131-210 |
S2 |
131-122 |
131-122 |
132-098 |
|
S3 |
130-132 |
130-308 |
132-070 |
|
S4 |
129-142 |
129-318 |
131-304 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-245 |
131-255 |
0-310 |
0.7% |
0-154 |
0.4% |
71% |
False |
False |
963,613 |
10 |
133-265 |
131-255 |
2-010 |
1.5% |
0-146 |
0.3% |
34% |
False |
False |
931,730 |
20 |
134-010 |
131-255 |
2-075 |
1.7% |
0-131 |
0.3% |
31% |
False |
False |
860,894 |
40 |
134-010 |
131-100 |
2-230 |
2.1% |
0-133 |
0.3% |
43% |
False |
False |
437,275 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-118 |
0.3% |
47% |
False |
False |
291,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-031 |
2.618 |
134-049 |
1.618 |
133-184 |
1.000 |
133-070 |
0.618 |
132-319 |
HIGH |
132-205 |
0.618 |
132-134 |
0.500 |
132-112 |
0.382 |
132-091 |
LOW |
132-020 |
0.618 |
131-226 |
1.000 |
131-155 |
1.618 |
131-041 |
2.618 |
130-176 |
4.250 |
129-194 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
132-141 |
132-131 |
PP |
132-127 |
132-107 |
S1 |
132-112 |
132-082 |
|