ECBOT 10 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
133-075 |
133-020 |
-0-055 |
-0.1% |
133-150 |
| High |
133-110 |
133-115 |
0-005 |
0.0% |
133-255 |
| Low |
132-300 |
132-260 |
-0-040 |
-0.1% |
132-275 |
| Close |
133-015 |
133-070 |
0-055 |
0.1% |
132-295 |
| Range |
0-130 |
0-175 |
0-045 |
34.6% |
0-300 |
| ATR |
0-158 |
0-160 |
0-001 |
0.8% |
0-000 |
| Volume |
738,769 |
839,163 |
100,394 |
13.6% |
3,923,487 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-247 |
134-173 |
133-166 |
|
| R3 |
134-072 |
133-318 |
133-118 |
|
| R2 |
133-217 |
133-217 |
133-102 |
|
| R1 |
133-143 |
133-143 |
133-086 |
133-180 |
| PP |
133-042 |
133-042 |
133-042 |
133-060 |
| S1 |
132-288 |
132-288 |
133-054 |
133-005 |
| S2 |
132-187 |
132-187 |
133-038 |
|
| S3 |
132-012 |
132-113 |
133-022 |
|
| S4 |
131-157 |
131-258 |
132-294 |
|
|
| 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 |
133-245 |
132-260 |
0-305 |
0.7% |
0-155 |
0.4% |
43% |
False |
True |
697,175 |
| 10 |
133-270 |
132-260 |
1-010 |
0.8% |
0-131 |
0.3% |
39% |
False |
True |
760,442 |
| 20 |
133-270 |
131-230 |
2-040 |
1.6% |
0-168 |
0.4% |
71% |
False |
False |
849,193 |
| 40 |
133-270 |
131-030 |
2-240 |
2.1% |
0-173 |
0.4% |
77% |
False |
False |
689,476 |
| 60 |
134-180 |
131-030 |
3-150 |
2.6% |
0-164 |
0.4% |
61% |
False |
False |
460,784 |
| 80 |
134-180 |
131-030 |
3-150 |
2.6% |
0-134 |
0.3% |
61% |
False |
False |
345,630 |
| 100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-111 |
0.3% |
61% |
False |
False |
276,505 |
| 120 |
134-180 |
129-230 |
4-270 |
3.6% |
0-092 |
0.2% |
72% |
False |
False |
230,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-219 |
|
2.618 |
134-253 |
|
1.618 |
134-078 |
|
1.000 |
133-290 |
|
0.618 |
133-223 |
|
HIGH |
133-115 |
|
0.618 |
133-048 |
|
0.500 |
133-028 |
|
0.382 |
133-007 |
|
LOW |
132-260 |
|
0.618 |
132-152 |
|
1.000 |
132-085 |
|
1.618 |
131-297 |
|
2.618 |
131-122 |
|
4.250 |
130-156 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-056 |
133-056 |
| PP |
133-042 |
133-042 |
| S1 |
133-028 |
133-028 |
|