ECBOT 10 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
133-245 |
133-280 |
0-035 |
0.1% |
134-040 |
| High |
134-020 |
134-030 |
0-010 |
0.0% |
134-045 |
| Low |
133-240 |
133-250 |
0-010 |
0.0% |
133-090 |
| Close |
133-315 |
134-005 |
0-010 |
0.0% |
133-105 |
| Range |
0-100 |
0-100 |
0-000 |
0.0% |
0-275 |
| ATR |
0-145 |
0-142 |
-0-003 |
-2.2% |
0-000 |
| Volume |
1,721,201 |
1,124,410 |
-596,791 |
-34.7% |
2,783,984 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-288 |
134-247 |
134-060 |
|
| R3 |
134-188 |
134-147 |
134-032 |
|
| R2 |
134-088 |
134-088 |
134-023 |
|
| R1 |
134-047 |
134-047 |
134-014 |
134-068 |
| PP |
133-308 |
133-308 |
133-308 |
133-319 |
| S1 |
133-267 |
133-267 |
133-316 |
133-288 |
| S2 |
133-208 |
133-208 |
133-307 |
|
| S3 |
133-108 |
133-167 |
133-298 |
|
| S4 |
133-008 |
133-067 |
133-270 |
|
|
| 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 |
134-030 |
133-090 |
0-260 |
0.6% |
0-110 |
0.3% |
90% |
True |
False |
1,102,767 |
| 10 |
134-115 |
133-090 |
1-025 |
0.8% |
0-120 |
0.3% |
68% |
False |
False |
975,750 |
| 20 |
134-115 |
132-100 |
2-015 |
1.5% |
0-141 |
0.3% |
83% |
False |
False |
953,454 |
| 40 |
134-115 |
131-220 |
2-215 |
2.0% |
0-153 |
0.4% |
87% |
False |
False |
890,395 |
| 60 |
134-115 |
131-220 |
2-215 |
2.0% |
0-164 |
0.4% |
87% |
False |
False |
900,210 |
| 80 |
134-115 |
131-030 |
3-085 |
2.4% |
0-161 |
0.4% |
89% |
False |
False |
746,872 |
| 100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-155 |
0.4% |
84% |
False |
False |
597,798 |
| 120 |
134-180 |
131-030 |
3-150 |
2.6% |
0-135 |
0.3% |
84% |
False |
False |
498,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-135 |
|
2.618 |
134-292 |
|
1.618 |
134-192 |
|
1.000 |
134-130 |
|
0.618 |
134-092 |
|
HIGH |
134-030 |
|
0.618 |
133-312 |
|
0.500 |
133-300 |
|
0.382 |
133-288 |
|
LOW |
133-250 |
|
0.618 |
133-188 |
|
1.000 |
133-150 |
|
1.618 |
133-088 |
|
2.618 |
132-308 |
|
4.250 |
132-145 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-317 |
133-297 |
| PP |
133-308 |
133-268 |
| S1 |
133-300 |
133-240 |
|