ECBOT 10 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
133-220 |
132-310 |
-0-230 |
-0.5% |
133-050 |
| High |
133-230 |
133-100 |
-0-130 |
-0.3% |
133-280 |
| Low |
132-250 |
132-290 |
0-040 |
0.1% |
132-250 |
| Close |
132-290 |
133-030 |
0-060 |
0.1% |
132-290 |
| Range |
0-300 |
0-130 |
-0-170 |
-56.7% |
1-030 |
| ATR |
0-151 |
0-150 |
-0-002 |
-1.0% |
0-000 |
| Volume |
4,913 |
2,758 |
-2,155 |
-43.9% |
16,913 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-103 |
134-037 |
133-102 |
|
| R3 |
133-293 |
133-227 |
133-066 |
|
| R2 |
133-163 |
133-163 |
133-054 |
|
| R1 |
133-097 |
133-097 |
133-042 |
133-130 |
| PP |
133-033 |
133-033 |
133-033 |
133-050 |
| S1 |
132-287 |
132-287 |
133-018 |
133-000 |
| S2 |
132-223 |
132-223 |
133-006 |
|
| S3 |
132-093 |
132-157 |
132-314 |
|
| S4 |
131-283 |
132-027 |
132-278 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-150 |
135-250 |
133-162 |
|
| R3 |
135-120 |
134-220 |
133-066 |
|
| R2 |
134-090 |
134-090 |
133-034 |
|
| R1 |
133-190 |
133-190 |
133-002 |
133-125 |
| PP |
133-060 |
133-060 |
133-060 |
133-028 |
| S1 |
132-160 |
132-160 |
132-258 |
132-095 |
| S2 |
132-030 |
132-030 |
132-226 |
|
| S3 |
131-000 |
131-130 |
132-194 |
|
| S4 |
129-290 |
130-100 |
132-098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-280 |
132-250 |
1-030 |
0.8% |
0-204 |
0.5% |
29% |
False |
False |
3,670 |
| 10 |
134-180 |
132-250 |
1-250 |
1.3% |
0-191 |
0.4% |
18% |
False |
False |
2,390 |
| 20 |
134-180 |
132-250 |
1-250 |
1.3% |
0-122 |
0.3% |
18% |
False |
False |
1,392 |
| 40 |
134-180 |
131-290 |
2-210 |
2.0% |
0-076 |
0.2% |
45% |
False |
False |
710 |
| 60 |
134-180 |
131-050 |
3-130 |
2.6% |
0-055 |
0.1% |
57% |
False |
False |
474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-012 |
|
2.618 |
134-120 |
|
1.618 |
133-310 |
|
1.000 |
133-230 |
|
0.618 |
133-180 |
|
HIGH |
133-100 |
|
0.618 |
133-050 |
|
0.500 |
133-035 |
|
0.382 |
133-020 |
|
LOW |
132-290 |
|
0.618 |
132-210 |
|
1.000 |
132-160 |
|
1.618 |
132-080 |
|
2.618 |
131-270 |
|
4.250 |
131-058 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-035 |
133-105 |
| PP |
133-033 |
133-080 |
| S1 |
133-032 |
133-055 |
|