ECBOT 10 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
133-105 |
133-100 |
-0-005 |
0.0% |
134-040 |
| High |
133-175 |
133-235 |
0-060 |
0.1% |
134-045 |
| Low |
133-090 |
133-090 |
0-000 |
0.0% |
133-090 |
| Close |
133-105 |
133-175 |
0-070 |
0.2% |
133-105 |
| Range |
0-085 |
0-145 |
0-060 |
70.6% |
0-275 |
| ATR |
0-150 |
0-150 |
0-000 |
-0.2% |
0-000 |
| Volume |
404,891 |
990,568 |
585,677 |
144.7% |
2,783,984 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-282 |
134-213 |
133-255 |
|
| R3 |
134-137 |
134-068 |
133-215 |
|
| R2 |
133-312 |
133-312 |
133-202 |
|
| R1 |
133-243 |
133-243 |
133-188 |
133-278 |
| PP |
133-167 |
133-167 |
133-167 |
133-184 |
| S1 |
133-098 |
133-098 |
133-162 |
133-132 |
| S2 |
133-022 |
133-022 |
133-148 |
|
| S3 |
132-197 |
132-273 |
133-135 |
|
| S4 |
132-052 |
132-128 |
133-095 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-052 |
135-193 |
133-256 |
|
| R3 |
135-097 |
134-238 |
133-181 |
|
| R2 |
134-142 |
134-142 |
133-155 |
|
| R1 |
133-283 |
133-283 |
133-130 |
133-235 |
| PP |
133-187 |
133-187 |
133-187 |
133-162 |
| S1 |
133-008 |
133-008 |
133-080 |
132-280 |
| S2 |
132-232 |
132-232 |
133-055 |
|
| S3 |
131-277 |
132-053 |
133-029 |
|
| S4 |
131-002 |
131-098 |
132-274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-045 |
133-090 |
0-275 |
0.6% |
0-127 |
0.3% |
31% |
False |
True |
754,910 |
| 10 |
134-115 |
133-090 |
1-025 |
0.8% |
0-120 |
0.3% |
25% |
False |
True |
764,443 |
| 20 |
134-115 |
132-100 |
2-015 |
1.5% |
0-148 |
0.3% |
60% |
False |
False |
829,290 |
| 40 |
134-115 |
131-220 |
2-215 |
2.0% |
0-152 |
0.4% |
70% |
False |
False |
841,969 |
| 60 |
134-115 |
131-220 |
2-215 |
2.0% |
0-168 |
0.4% |
70% |
False |
False |
882,198 |
| 80 |
134-115 |
131-030 |
3-085 |
2.4% |
0-165 |
0.4% |
75% |
False |
False |
695,516 |
| 100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-153 |
0.4% |
71% |
False |
False |
556,619 |
| 120 |
134-180 |
131-030 |
3-150 |
2.6% |
0-132 |
0.3% |
71% |
False |
False |
463,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-211 |
|
2.618 |
134-295 |
|
1.618 |
134-150 |
|
1.000 |
134-060 |
|
0.618 |
134-005 |
|
HIGH |
133-235 |
|
0.618 |
133-180 |
|
0.500 |
133-162 |
|
0.382 |
133-145 |
|
LOW |
133-090 |
|
0.618 |
133-000 |
|
1.000 |
132-265 |
|
1.618 |
132-175 |
|
2.618 |
132-030 |
|
4.250 |
131-114 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-171 |
133-171 |
| PP |
133-167 |
133-167 |
| S1 |
133-162 |
133-162 |
|