ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
132-160 |
132-200 |
0-040 |
0.1% |
132-210 |
| High |
132-230 |
132-280 |
0-050 |
0.1% |
132-280 |
| Low |
132-090 |
132-180 |
0-090 |
0.2% |
132-060 |
| Close |
132-220 |
132-240 |
0-020 |
0.0% |
132-240 |
| Range |
0-140 |
0-100 |
-0-040 |
-28.6% |
0-220 |
| ATR |
0-102 |
0-102 |
0-000 |
-0.1% |
0-000 |
| Volume |
158 |
73 |
-85 |
-53.8% |
272 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-213 |
133-167 |
132-295 |
|
| R3 |
133-113 |
133-067 |
132-268 |
|
| R2 |
133-013 |
133-013 |
132-258 |
|
| R1 |
132-287 |
132-287 |
132-249 |
132-310 |
| PP |
132-233 |
132-233 |
132-233 |
132-245 |
| S1 |
132-187 |
132-187 |
132-231 |
132-210 |
| S2 |
132-133 |
132-133 |
132-222 |
|
| S3 |
132-033 |
132-087 |
132-212 |
|
| S4 |
131-253 |
131-307 |
132-185 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-213 |
134-127 |
133-041 |
|
| R3 |
133-313 |
133-227 |
132-300 |
|
| R2 |
133-093 |
133-093 |
132-280 |
|
| R1 |
133-007 |
133-007 |
132-260 |
133-050 |
| PP |
132-193 |
132-193 |
132-193 |
132-215 |
| S1 |
132-107 |
132-107 |
132-220 |
132-150 |
| S2 |
131-293 |
131-293 |
132-200 |
|
| S3 |
131-073 |
131-207 |
132-180 |
|
| S4 |
130-173 |
130-307 |
132-119 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-065 |
|
2.618 |
133-222 |
|
1.618 |
133-122 |
|
1.000 |
133-060 |
|
0.618 |
133-022 |
|
HIGH |
132-280 |
|
0.618 |
132-242 |
|
0.500 |
132-230 |
|
0.382 |
132-218 |
|
LOW |
132-180 |
|
0.618 |
132-118 |
|
1.000 |
132-080 |
|
1.618 |
132-018 |
|
2.618 |
131-238 |
|
4.250 |
131-075 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
132-237 |
132-217 |
| PP |
132-233 |
132-193 |
| S1 |
132-230 |
132-170 |
|