ECBOT 10 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
133-040 |
132-210 |
-0-150 |
-0.4% |
132-215 |
| High |
133-055 |
133-225 |
0-170 |
0.4% |
133-020 |
| Low |
132-200 |
132-205 |
0-005 |
0.0% |
132-100 |
| Close |
132-225 |
133-185 |
0-280 |
0.7% |
132-250 |
| Range |
0-175 |
1-020 |
0-165 |
94.3% |
0-240 |
| ATR |
0-166 |
0-179 |
0-012 |
7.5% |
0-000 |
| Volume |
766,573 |
1,582,319 |
815,746 |
106.4% |
3,514,915 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-158 |
136-032 |
134-052 |
|
| R3 |
135-138 |
135-012 |
133-278 |
|
| R2 |
134-118 |
134-118 |
133-247 |
|
| R1 |
133-312 |
133-312 |
133-216 |
134-055 |
| PP |
133-098 |
133-098 |
133-098 |
133-130 |
| S1 |
132-292 |
132-292 |
133-154 |
133-035 |
| S2 |
132-078 |
132-078 |
133-123 |
|
| S3 |
131-058 |
131-272 |
133-092 |
|
| S4 |
130-038 |
130-252 |
132-318 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-310 |
134-200 |
133-062 |
|
| R3 |
134-070 |
133-280 |
132-316 |
|
| R2 |
133-150 |
133-150 |
132-294 |
|
| R1 |
133-040 |
133-040 |
132-272 |
133-095 |
| PP |
132-230 |
132-230 |
132-230 |
132-258 |
| S1 |
132-120 |
132-120 |
132-228 |
132-175 |
| S2 |
131-310 |
131-310 |
132-206 |
|
| S3 |
131-070 |
131-200 |
132-184 |
|
| S4 |
130-150 |
130-280 |
132-118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-225 |
132-100 |
1-125 |
1.0% |
0-189 |
0.4% |
91% |
True |
False |
990,726 |
| 10 |
133-225 |
131-220 |
2-005 |
1.5% |
0-188 |
0.4% |
94% |
True |
False |
900,416 |
| 20 |
133-225 |
131-220 |
2-005 |
1.5% |
0-174 |
0.4% |
94% |
True |
False |
900,725 |
| 40 |
133-270 |
131-220 |
2-050 |
1.6% |
0-171 |
0.4% |
88% |
False |
False |
874,959 |
| 60 |
133-270 |
131-030 |
2-240 |
2.1% |
0-173 |
0.4% |
90% |
False |
False |
759,892 |
| 80 |
134-180 |
131-030 |
3-150 |
2.6% |
0-167 |
0.4% |
72% |
False |
False |
570,769 |
| 100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-142 |
0.3% |
72% |
False |
False |
456,649 |
| 120 |
134-180 |
131-030 |
3-150 |
2.6% |
0-121 |
0.3% |
72% |
False |
False |
380,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-070 |
|
2.618 |
136-155 |
|
1.618 |
135-135 |
|
1.000 |
134-245 |
|
0.618 |
134-115 |
|
HIGH |
133-225 |
|
0.618 |
133-095 |
|
0.500 |
133-055 |
|
0.382 |
133-015 |
|
LOW |
132-205 |
|
0.618 |
131-315 |
|
1.000 |
131-185 |
|
1.618 |
130-295 |
|
2.618 |
129-275 |
|
4.250 |
128-040 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-142 |
133-141 |
| PP |
133-098 |
133-097 |
| S1 |
133-055 |
133-052 |
|