ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 26-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
132-125 |
132-105 |
-0-020 |
0.0% |
132-245 |
High |
132-150 |
132-190 |
0-040 |
0.1% |
132-245 |
Low |
132-080 |
132-080 |
0-000 |
0.0% |
131-255 |
Close |
132-105 |
132-160 |
0-055 |
0.1% |
132-155 |
Range |
0-070 |
0-110 |
0-040 |
57.1% |
0-310 |
ATR |
0-133 |
0-131 |
-0-002 |
-1.2% |
0-000 |
Volume |
74,527 |
111,844 |
37,317 |
50.1% |
4,818,066 |
|
Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-153 |
133-107 |
132-220 |
|
R3 |
133-043 |
132-317 |
132-190 |
|
R2 |
132-253 |
132-253 |
132-180 |
|
R1 |
132-207 |
132-207 |
132-170 |
132-230 |
PP |
132-143 |
132-143 |
132-143 |
132-155 |
S1 |
132-097 |
132-097 |
132-150 |
132-120 |
S2 |
132-033 |
132-033 |
132-140 |
|
S3 |
131-243 |
131-307 |
132-130 |
|
S4 |
131-133 |
131-197 |
132-100 |
|
|
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 |
132-205 |
131-280 |
0-245 |
0.6% |
0-120 |
0.3% |
82% |
False |
False |
596,463 |
10 |
133-175 |
131-255 |
1-240 |
1.3% |
0-142 |
0.3% |
40% |
False |
False |
838,006 |
20 |
134-010 |
131-255 |
2-075 |
1.7% |
0-126 |
0.3% |
31% |
False |
False |
817,928 |
40 |
134-010 |
131-250 |
2-080 |
1.7% |
0-131 |
0.3% |
32% |
False |
False |
441,853 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-118 |
0.3% |
48% |
False |
False |
294,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-018 |
2.618 |
133-158 |
1.618 |
133-048 |
1.000 |
132-300 |
0.618 |
132-258 |
HIGH |
132-190 |
0.618 |
132-148 |
0.500 |
132-135 |
0.382 |
132-122 |
LOW |
132-080 |
0.618 |
132-012 |
1.000 |
131-290 |
1.618 |
131-222 |
2.618 |
131-112 |
4.250 |
130-252 |
|
|
Fisher Pivots for day following 26-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
132-152 |
132-144 |
PP |
132-143 |
132-128 |
S1 |
132-135 |
132-112 |
|