ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
132-100 |
131-300 |
-0-120 |
-0.3% |
131-210 |
| High |
132-130 |
132-160 |
0-030 |
0.1% |
132-000 |
| Low |
132-010 |
131-300 |
-0-030 |
-0.1% |
131-030 |
| Close |
132-030 |
132-150 |
0-120 |
0.3% |
131-310 |
| Range |
0-120 |
0-180 |
0-060 |
50.0% |
0-290 |
| ATR |
0-127 |
0-130 |
0-004 |
3.0% |
0-000 |
| Volume |
1,491 |
250 |
-1,241 |
-83.2% |
5,340 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-317 |
133-253 |
132-249 |
|
| R3 |
133-137 |
133-073 |
132-200 |
|
| R2 |
132-277 |
132-277 |
132-183 |
|
| R1 |
132-213 |
132-213 |
132-166 |
132-245 |
| PP |
132-097 |
132-097 |
132-097 |
132-112 |
| S1 |
132-033 |
132-033 |
132-134 |
132-065 |
| S2 |
131-237 |
131-237 |
132-117 |
|
| S3 |
131-057 |
131-173 |
132-100 |
|
| S4 |
130-197 |
130-313 |
132-051 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-130 |
134-030 |
132-150 |
|
| R3 |
133-160 |
133-060 |
132-070 |
|
| R2 |
132-190 |
132-190 |
132-043 |
|
| R1 |
132-090 |
132-090 |
132-017 |
132-140 |
| PP |
131-220 |
131-220 |
131-220 |
131-245 |
| S1 |
131-120 |
131-120 |
131-283 |
131-170 |
| S2 |
130-250 |
130-250 |
131-257 |
|
| S3 |
129-280 |
130-150 |
131-230 |
|
| S4 |
128-310 |
129-180 |
131-150 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-285 |
|
2.618 |
133-311 |
|
1.618 |
133-131 |
|
1.000 |
133-020 |
|
0.618 |
132-271 |
|
HIGH |
132-160 |
|
0.618 |
132-091 |
|
0.500 |
132-070 |
|
0.382 |
132-049 |
|
LOW |
131-300 |
|
0.618 |
131-189 |
|
1.000 |
131-120 |
|
1.618 |
131-009 |
|
2.618 |
130-149 |
|
4.250 |
129-175 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
132-123 |
132-123 |
| PP |
132-097 |
132-097 |
| S1 |
132-070 |
132-070 |
|