ECBOT 10 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
134-010 |
133-050 |
-0-280 |
-0.7% |
134-040 |
| High |
134-010 |
133-200 |
-0-130 |
-0.3% |
134-180 |
| Low |
133-000 |
133-050 |
0-050 |
0.1% |
133-000 |
| Close |
133-050 |
133-180 |
0-130 |
0.3% |
133-050 |
| Range |
1-010 |
0-150 |
-0-180 |
-54.5% |
1-180 |
| ATR |
0-123 |
0-125 |
0-002 |
1.6% |
0-000 |
| Volume |
893 |
1,319 |
426 |
47.7% |
4,349 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-273 |
134-217 |
133-262 |
|
| R3 |
134-123 |
134-067 |
133-221 |
|
| R2 |
133-293 |
133-293 |
133-208 |
|
| R1 |
133-237 |
133-237 |
133-194 |
133-265 |
| PP |
133-143 |
133-143 |
133-143 |
133-158 |
| S1 |
133-087 |
133-087 |
133-166 |
133-115 |
| S2 |
132-313 |
132-313 |
133-152 |
|
| S3 |
132-163 |
132-257 |
133-139 |
|
| S4 |
132-013 |
132-107 |
133-098 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-083 |
137-087 |
134-005 |
|
| R3 |
136-223 |
135-227 |
133-188 |
|
| R2 |
135-043 |
135-043 |
133-142 |
|
| R1 |
134-047 |
134-047 |
133-096 |
133-275 |
| PP |
133-183 |
133-183 |
133-183 |
133-138 |
| S1 |
132-187 |
132-187 |
133-004 |
132-095 |
| S2 |
132-003 |
132-003 |
132-278 |
|
| S3 |
130-143 |
131-007 |
132-232 |
|
| S4 |
128-283 |
129-147 |
132-095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-180 |
133-000 |
1-180 |
1.2% |
0-178 |
0.4% |
36% |
False |
False |
1,110 |
| 10 |
134-180 |
133-000 |
1-180 |
1.2% |
0-111 |
0.3% |
36% |
False |
False |
750 |
| 20 |
134-180 |
132-230 |
1-270 |
1.4% |
0-082 |
0.2% |
46% |
False |
False |
499 |
| 40 |
134-180 |
131-290 |
2-210 |
2.0% |
0-050 |
0.1% |
62% |
False |
False |
252 |
| 60 |
134-180 |
130-230 |
3-270 |
2.9% |
0-038 |
0.1% |
74% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-198 |
|
2.618 |
134-273 |
|
1.618 |
134-123 |
|
1.000 |
134-030 |
|
0.618 |
133-293 |
|
HIGH |
133-200 |
|
0.618 |
133-143 |
|
0.500 |
133-125 |
|
0.382 |
133-107 |
|
LOW |
133-050 |
|
0.618 |
132-277 |
|
1.000 |
132-220 |
|
1.618 |
132-127 |
|
2.618 |
131-297 |
|
4.250 |
131-052 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-162 |
133-215 |
| PP |
133-143 |
133-203 |
| S1 |
133-125 |
133-192 |
|