ECBOT 10 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
133-260 |
133-230 |
-0-030 |
-0.1% |
133-010 |
| High |
133-310 |
133-240 |
-0-070 |
-0.2% |
133-160 |
| Low |
133-170 |
133-220 |
0-050 |
0.1% |
132-230 |
| Close |
133-200 |
133-230 |
0-030 |
0.1% |
133-140 |
| Range |
0-140 |
0-020 |
-0-120 |
-85.7% |
0-250 |
| ATR |
0-104 |
0-100 |
-0-005 |
-4.4% |
0-000 |
| Volume |
1,567 |
288 |
-1,279 |
-81.6% |
21 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-290 |
133-280 |
133-241 |
|
| R3 |
133-270 |
133-260 |
133-236 |
|
| R2 |
133-250 |
133-250 |
133-234 |
|
| R1 |
133-240 |
133-240 |
133-232 |
133-240 |
| PP |
133-230 |
133-230 |
133-230 |
133-230 |
| S1 |
133-220 |
133-220 |
133-228 |
133-220 |
| S2 |
133-210 |
133-210 |
133-226 |
|
| S3 |
133-190 |
133-200 |
133-224 |
|
| S4 |
133-170 |
133-180 |
133-219 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-180 |
135-090 |
133-278 |
|
| R3 |
134-250 |
134-160 |
133-209 |
|
| R2 |
134-000 |
134-000 |
133-186 |
|
| R1 |
133-230 |
133-230 |
133-163 |
133-275 |
| PP |
133-070 |
133-070 |
133-070 |
133-092 |
| S1 |
132-300 |
132-300 |
133-117 |
133-025 |
| S2 |
132-140 |
132-140 |
133-094 |
|
| S3 |
131-210 |
132-050 |
133-071 |
|
| S4 |
130-280 |
131-120 |
133-002 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-005 |
|
2.618 |
133-292 |
|
1.618 |
133-272 |
|
1.000 |
133-260 |
|
0.618 |
133-252 |
|
HIGH |
133-240 |
|
0.618 |
133-232 |
|
0.500 |
133-230 |
|
0.382 |
133-228 |
|
LOW |
133-220 |
|
0.618 |
133-208 |
|
1.000 |
133-200 |
|
1.618 |
133-188 |
|
2.618 |
133-168 |
|
4.250 |
133-135 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-230 |
133-240 |
| PP |
133-230 |
133-237 |
| S1 |
133-230 |
133-233 |
|