ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
131-090 |
131-210 |
0-120 |
0.3% |
132-260 |
| High |
131-260 |
131-210 |
-0-050 |
-0.1% |
132-270 |
| Low |
131-090 |
131-120 |
0-030 |
0.1% |
131-090 |
| Close |
131-260 |
131-170 |
-0-090 |
-0.2% |
131-260 |
| Range |
0-170 |
0-090 |
-0-080 |
-47.1% |
1-180 |
| ATR |
0-116 |
0-117 |
0-002 |
1.5% |
0-000 |
| Volume |
384 |
1,312 |
928 |
241.7% |
1,102 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-117 |
132-073 |
131-220 |
|
| R3 |
132-027 |
131-303 |
131-195 |
|
| R2 |
131-257 |
131-257 |
131-186 |
|
| R1 |
131-213 |
131-213 |
131-178 |
131-190 |
| PP |
131-167 |
131-167 |
131-167 |
131-155 |
| S1 |
131-123 |
131-123 |
131-162 |
131-100 |
| S2 |
131-077 |
131-077 |
131-154 |
|
| S3 |
130-307 |
131-033 |
131-145 |
|
| S4 |
130-217 |
130-263 |
131-120 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-213 |
135-257 |
132-215 |
|
| R3 |
135-033 |
134-077 |
132-078 |
|
| R2 |
133-173 |
133-173 |
132-032 |
|
| R1 |
132-217 |
132-217 |
131-306 |
132-105 |
| PP |
131-313 |
131-313 |
131-313 |
131-258 |
| S1 |
131-037 |
131-037 |
131-214 |
130-245 |
| S2 |
130-133 |
130-133 |
131-168 |
|
| S3 |
128-273 |
129-177 |
131-122 |
|
| S4 |
127-093 |
127-317 |
130-305 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-272 |
|
2.618 |
132-126 |
|
1.618 |
132-036 |
|
1.000 |
131-300 |
|
0.618 |
131-266 |
|
HIGH |
131-210 |
|
0.618 |
131-176 |
|
0.500 |
131-165 |
|
0.382 |
131-154 |
|
LOW |
131-120 |
|
0.618 |
131-064 |
|
1.000 |
131-030 |
|
1.618 |
130-294 |
|
2.618 |
130-204 |
|
4.250 |
130-058 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
131-168 |
131-175 |
| PP |
131-167 |
131-173 |
| S1 |
131-165 |
131-172 |
|