ECBOT 10 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
132-210 |
133-145 |
0-255 |
0.6% |
132-215 |
| High |
133-225 |
133-310 |
0-085 |
0.2% |
133-020 |
| Low |
132-205 |
133-130 |
0-245 |
0.6% |
132-100 |
| Close |
133-185 |
133-275 |
0-090 |
0.2% |
132-250 |
| Range |
1-020 |
0-180 |
-0-160 |
-47.1% |
0-240 |
| ATR |
0-179 |
0-179 |
0-000 |
0.1% |
0-000 |
| Volume |
1,582,319 |
1,196,307 |
-386,012 |
-24.4% |
3,514,915 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-138 |
135-067 |
134-054 |
|
| R3 |
134-278 |
134-207 |
134-004 |
|
| R2 |
134-098 |
134-098 |
133-308 |
|
| R1 |
134-027 |
134-027 |
133-292 |
134-062 |
| PP |
133-238 |
133-238 |
133-238 |
133-256 |
| S1 |
133-167 |
133-167 |
133-258 |
133-202 |
| S2 |
133-058 |
133-058 |
133-242 |
|
| S3 |
132-198 |
132-307 |
133-226 |
|
| S4 |
132-018 |
132-127 |
133-176 |
|
|
| 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 |
133-310 |
132-100 |
1-210 |
1.2% |
0-205 |
0.5% |
93% |
True |
False |
1,066,955 |
| 10 |
133-310 |
131-250 |
2-060 |
1.6% |
0-186 |
0.4% |
95% |
True |
False |
890,695 |
| 20 |
133-310 |
131-220 |
2-090 |
1.7% |
0-174 |
0.4% |
95% |
True |
False |
910,181 |
| 40 |
133-310 |
131-220 |
2-090 |
1.7% |
0-166 |
0.4% |
95% |
True |
False |
861,833 |
| 60 |
133-310 |
131-030 |
2-280 |
2.1% |
0-173 |
0.4% |
96% |
True |
False |
779,569 |
| 80 |
134-180 |
131-030 |
3-150 |
2.6% |
0-169 |
0.4% |
80% |
False |
False |
585,717 |
| 100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-142 |
0.3% |
80% |
False |
False |
468,612 |
| 120 |
134-180 |
131-030 |
3-150 |
2.6% |
0-123 |
0.3% |
80% |
False |
False |
390,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-115 |
|
2.618 |
135-141 |
|
1.618 |
134-281 |
|
1.000 |
134-170 |
|
0.618 |
134-101 |
|
HIGH |
133-310 |
|
0.618 |
133-241 |
|
0.500 |
133-220 |
|
0.382 |
133-199 |
|
LOW |
133-130 |
|
0.618 |
133-019 |
|
1.000 |
132-270 |
|
1.618 |
132-159 |
|
2.618 |
131-299 |
|
4.250 |
131-005 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-257 |
133-215 |
| PP |
133-238 |
133-155 |
| S1 |
133-220 |
133-095 |
|