ECBOT 10 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
131-100 |
131-120 |
0-020 |
0.0% |
132-240 |
| High |
131-190 |
131-190 |
0-000 |
0.0% |
132-260 |
| Low |
131-090 |
131-030 |
-0-060 |
-0.1% |
131-040 |
| Close |
131-140 |
131-140 |
0-000 |
0.0% |
131-140 |
| Range |
0-100 |
0-160 |
0-060 |
60.0% |
1-220 |
| ATR |
0-150 |
0-151 |
0-001 |
0.5% |
0-000 |
| Volume |
15,328 |
15,279 |
-49 |
-0.3% |
62,955 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-280 |
132-210 |
131-228 |
|
| R3 |
132-120 |
132-050 |
131-184 |
|
| R2 |
131-280 |
131-280 |
131-169 |
|
| R1 |
131-210 |
131-210 |
131-155 |
131-245 |
| PP |
131-120 |
131-120 |
131-120 |
131-138 |
| S1 |
131-050 |
131-050 |
131-125 |
131-085 |
| S2 |
130-280 |
130-280 |
131-111 |
|
| S3 |
130-120 |
130-210 |
131-096 |
|
| S4 |
129-280 |
130-050 |
131-052 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-273 |
135-267 |
132-117 |
|
| R3 |
135-053 |
134-047 |
131-288 |
|
| R2 |
133-153 |
133-153 |
131-239 |
|
| R1 |
132-147 |
132-147 |
131-190 |
132-040 |
| PP |
131-253 |
131-253 |
131-253 |
131-200 |
| S1 |
130-247 |
130-247 |
131-090 |
130-140 |
| S2 |
130-033 |
130-033 |
131-041 |
|
| S3 |
128-133 |
129-027 |
130-312 |
|
| S4 |
126-233 |
127-127 |
130-163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-170 |
131-030 |
1-140 |
1.1% |
0-152 |
0.4% |
24% |
False |
True |
14,261 |
| 10 |
133-030 |
131-030 |
2-000 |
1.5% |
0-145 |
0.3% |
17% |
False |
True |
11,055 |
| 20 |
134-180 |
131-030 |
3-150 |
2.6% |
0-168 |
0.4% |
10% |
False |
True |
6,722 |
| 40 |
134-180 |
131-030 |
3-150 |
2.6% |
0-106 |
0.3% |
10% |
False |
True |
3,472 |
| 60 |
134-180 |
131-030 |
3-150 |
2.6% |
0-074 |
0.2% |
10% |
False |
True |
2,316 |
| 80 |
134-180 |
130-000 |
4-180 |
3.5% |
0-059 |
0.1% |
32% |
False |
False |
1,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-230 |
|
2.618 |
132-289 |
|
1.618 |
132-129 |
|
1.000 |
132-030 |
|
0.618 |
131-289 |
|
HIGH |
131-190 |
|
0.618 |
131-129 |
|
0.500 |
131-110 |
|
0.382 |
131-091 |
|
LOW |
131-030 |
|
0.618 |
130-251 |
|
1.000 |
130-190 |
|
1.618 |
130-091 |
|
2.618 |
129-251 |
|
4.250 |
128-310 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-130 |
131-132 |
| PP |
131-120 |
131-123 |
| S1 |
131-110 |
131-115 |
|