ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
132-030 |
131-140 |
-0-210 |
-0.5% |
132-210 |
| High |
132-030 |
131-200 |
-0-150 |
-0.4% |
132-280 |
| Low |
131-160 |
131-120 |
-0-040 |
-0.1% |
132-060 |
| Close |
131-160 |
131-120 |
-0-040 |
-0.1% |
132-240 |
| Range |
0-190 |
0-080 |
-0-110 |
-57.9% |
0-220 |
| ATR |
0-114 |
0-111 |
-0-002 |
-2.1% |
0-000 |
| Volume |
20 |
385 |
365 |
1,825.0% |
272 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-067 |
132-013 |
131-164 |
|
| R3 |
131-307 |
131-253 |
131-142 |
|
| R2 |
131-227 |
131-227 |
131-135 |
|
| R1 |
131-173 |
131-173 |
131-127 |
131-160 |
| PP |
131-147 |
131-147 |
131-147 |
131-140 |
| S1 |
131-093 |
131-093 |
131-113 |
131-080 |
| S2 |
131-067 |
131-067 |
131-105 |
|
| S3 |
130-307 |
131-013 |
131-098 |
|
| S4 |
130-227 |
130-253 |
131-076 |
|
|
| 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 |
132-220 |
|
2.618 |
132-089 |
|
1.618 |
132-009 |
|
1.000 |
131-280 |
|
0.618 |
131-249 |
|
HIGH |
131-200 |
|
0.618 |
131-169 |
|
0.500 |
131-160 |
|
0.382 |
131-151 |
|
LOW |
131-120 |
|
0.618 |
131-071 |
|
1.000 |
131-040 |
|
1.618 |
130-311 |
|
2.618 |
130-231 |
|
4.250 |
130-100 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-160 |
131-280 |
| PP |
131-147 |
131-227 |
| S1 |
131-133 |
131-173 |
|