ECBOT 10 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
133-145 |
133-300 |
0-155 |
0.4% |
132-270 |
| High |
133-310 |
134-065 |
0-075 |
0.2% |
134-065 |
| Low |
133-130 |
133-220 |
0-090 |
0.2% |
132-200 |
| Close |
133-275 |
133-290 |
0-015 |
0.0% |
133-290 |
| Range |
0-180 |
0-165 |
-0-015 |
-8.3% |
1-185 |
| ATR |
0-179 |
0-178 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,196,307 |
1,156,330 |
-39,977 |
-3.3% |
5,426,453 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-153 |
135-067 |
134-061 |
|
| R3 |
134-308 |
134-222 |
134-015 |
|
| R2 |
134-143 |
134-143 |
134-000 |
|
| R1 |
134-057 |
134-057 |
133-305 |
134-018 |
| PP |
133-298 |
133-298 |
133-298 |
133-279 |
| S1 |
133-212 |
133-212 |
133-275 |
133-172 |
| S2 |
133-133 |
133-133 |
133-260 |
|
| S3 |
132-288 |
133-047 |
133-245 |
|
| S4 |
132-123 |
132-202 |
133-199 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-100 |
137-220 |
134-248 |
|
| R3 |
136-235 |
136-035 |
134-109 |
|
| R2 |
135-050 |
135-050 |
134-063 |
|
| R1 |
134-170 |
134-170 |
134-016 |
134-270 |
| PP |
133-185 |
133-185 |
133-185 |
133-235 |
| S1 |
132-305 |
132-305 |
133-244 |
133-085 |
| S2 |
132-000 |
132-000 |
133-197 |
|
| S3 |
130-135 |
131-120 |
133-151 |
|
| S4 |
128-270 |
129-255 |
133-012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-065 |
132-200 |
1-185 |
1.2% |
0-201 |
0.5% |
81% |
True |
False |
1,085,290 |
| 10 |
134-065 |
132-100 |
1-285 |
1.4% |
0-176 |
0.4% |
84% |
True |
False |
894,136 |
| 20 |
134-065 |
131-220 |
2-165 |
1.9% |
0-176 |
0.4% |
88% |
True |
False |
931,869 |
| 40 |
134-065 |
131-220 |
2-165 |
1.9% |
0-161 |
0.4% |
88% |
True |
False |
857,523 |
| 60 |
134-065 |
131-030 |
3-035 |
2.3% |
0-174 |
0.4% |
90% |
True |
False |
798,487 |
| 80 |
134-180 |
131-030 |
3-150 |
2.6% |
0-170 |
0.4% |
81% |
False |
False |
600,170 |
| 100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-144 |
0.3% |
81% |
False |
False |
480,175 |
| 120 |
134-180 |
131-030 |
3-150 |
2.6% |
0-124 |
0.3% |
81% |
False |
False |
400,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-126 |
|
2.618 |
135-177 |
|
1.618 |
135-012 |
|
1.000 |
134-230 |
|
0.618 |
134-167 |
|
HIGH |
134-065 |
|
0.618 |
134-002 |
|
0.500 |
133-302 |
|
0.382 |
133-283 |
|
LOW |
133-220 |
|
0.618 |
133-118 |
|
1.000 |
133-055 |
|
1.618 |
132-273 |
|
2.618 |
132-108 |
|
4.250 |
131-159 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-302 |
133-238 |
| PP |
133-298 |
133-187 |
| S1 |
133-294 |
133-135 |
|