ECBOT 10 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
131-120 |
131-170 |
0-050 |
0.1% |
132-240 |
| High |
131-190 |
131-180 |
-0-010 |
0.0% |
132-260 |
| Low |
131-030 |
131-030 |
0-000 |
0.0% |
131-040 |
| Close |
131-140 |
131-160 |
0-020 |
0.0% |
131-140 |
| Range |
0-160 |
0-150 |
-0-010 |
-6.3% |
1-220 |
| ATR |
0-151 |
0-151 |
0-000 |
0.0% |
0-000 |
| Volume |
15,279 |
13,798 |
-1,481 |
-9.7% |
62,955 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-253 |
132-197 |
131-242 |
|
| R3 |
132-103 |
132-047 |
131-201 |
|
| R2 |
131-273 |
131-273 |
131-188 |
|
| R1 |
131-217 |
131-217 |
131-174 |
131-170 |
| PP |
131-123 |
131-123 |
131-123 |
131-100 |
| S1 |
131-067 |
131-067 |
131-146 |
131-020 |
| S2 |
130-293 |
130-293 |
131-132 |
|
| S3 |
130-143 |
130-237 |
131-119 |
|
| S4 |
129-313 |
130-087 |
131-078 |
|
|
| 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 |
131-290 |
131-030 |
0-260 |
0.6% |
0-148 |
0.4% |
50% |
False |
True |
16,271 |
| 10 |
132-260 |
131-030 |
1-230 |
1.3% |
0-139 |
0.3% |
24% |
False |
True |
12,210 |
| 20 |
134-180 |
131-030 |
3-150 |
2.6% |
0-168 |
0.4% |
12% |
False |
True |
7,351 |
| 40 |
134-180 |
131-030 |
3-150 |
2.6% |
0-110 |
0.3% |
12% |
False |
True |
3,817 |
| 60 |
134-180 |
131-030 |
3-150 |
2.6% |
0-077 |
0.2% |
12% |
False |
True |
2,546 |
| 80 |
134-180 |
130-000 |
4-180 |
3.5% |
0-061 |
0.1% |
33% |
False |
False |
1,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-178 |
|
2.618 |
132-253 |
|
1.618 |
132-103 |
|
1.000 |
132-010 |
|
0.618 |
131-273 |
|
HIGH |
131-180 |
|
0.618 |
131-123 |
|
0.500 |
131-105 |
|
0.382 |
131-087 |
|
LOW |
131-030 |
|
0.618 |
130-257 |
|
1.000 |
130-200 |
|
1.618 |
130-107 |
|
2.618 |
129-277 |
|
4.250 |
129-032 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-142 |
131-143 |
| PP |
131-123 |
131-127 |
| S1 |
131-105 |
131-110 |
|