ECBOT 10 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
132-285 |
133-075 |
0-110 |
0.3% |
133-150 |
| High |
133-090 |
133-110 |
0-020 |
0.0% |
133-255 |
| Low |
132-285 |
132-300 |
0-015 |
0.0% |
132-275 |
| Close |
133-085 |
133-015 |
-0-070 |
-0.2% |
132-295 |
| Range |
0-125 |
0-130 |
0-005 |
4.0% |
0-300 |
| ATR |
0-161 |
0-158 |
-0-002 |
-1.4% |
0-000 |
| Volume |
165,798 |
738,769 |
572,971 |
345.6% |
3,923,487 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-105 |
134-030 |
133-086 |
|
| R3 |
133-295 |
133-220 |
133-051 |
|
| R2 |
133-165 |
133-165 |
133-039 |
|
| R1 |
133-090 |
133-090 |
133-027 |
133-062 |
| PP |
133-035 |
133-035 |
133-035 |
133-021 |
| S1 |
132-280 |
132-280 |
133-003 |
132-252 |
| S2 |
132-225 |
132-225 |
132-311 |
|
| S3 |
132-095 |
132-150 |
132-299 |
|
| S4 |
131-285 |
132-020 |
132-264 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-002 |
135-128 |
133-140 |
|
| R3 |
135-022 |
134-148 |
133-058 |
|
| R2 |
134-042 |
134-042 |
133-030 |
|
| R1 |
133-168 |
133-168 |
133-002 |
133-115 |
| PP |
133-062 |
133-062 |
133-062 |
133-035 |
| S1 |
132-188 |
132-188 |
132-268 |
132-135 |
| S2 |
132-082 |
132-082 |
132-240 |
|
| S3 |
131-102 |
131-208 |
132-212 |
|
| S4 |
130-122 |
130-228 |
132-130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-255 |
132-275 |
0-300 |
0.7% |
0-138 |
0.3% |
20% |
False |
False |
683,349 |
| 10 |
133-270 |
132-275 |
0-315 |
0.7% |
0-130 |
0.3% |
19% |
False |
False |
762,843 |
| 20 |
133-270 |
131-230 |
2-040 |
1.6% |
0-168 |
0.4% |
63% |
False |
False |
854,404 |
| 40 |
133-270 |
131-030 |
2-240 |
2.1% |
0-173 |
0.4% |
71% |
False |
False |
668,591 |
| 60 |
134-180 |
131-030 |
3-150 |
2.6% |
0-162 |
0.4% |
56% |
False |
False |
446,812 |
| 80 |
134-180 |
131-030 |
3-150 |
2.6% |
0-131 |
0.3% |
56% |
False |
False |
335,141 |
| 100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-109 |
0.3% |
56% |
False |
False |
268,113 |
| 120 |
134-180 |
129-230 |
4-270 |
3.6% |
0-091 |
0.2% |
69% |
False |
False |
223,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-022 |
|
2.618 |
134-130 |
|
1.618 |
134-000 |
|
1.000 |
133-240 |
|
0.618 |
133-190 |
|
HIGH |
133-110 |
|
0.618 |
133-060 |
|
0.500 |
133-045 |
|
0.382 |
133-030 |
|
LOW |
132-300 |
|
0.618 |
132-220 |
|
1.000 |
132-170 |
|
1.618 |
132-090 |
|
2.618 |
131-280 |
|
4.250 |
131-068 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-045 |
133-055 |
| PP |
133-035 |
133-042 |
| S1 |
133-025 |
133-028 |
|