ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
132-080 |
132-290 |
0-210 |
0.5% |
132-020 |
| High |
133-060 |
133-150 |
0-090 |
0.2% |
132-160 |
| Low |
132-080 |
132-290 |
0-210 |
0.5% |
131-250 |
| Close |
133-020 |
133-110 |
0-090 |
0.2% |
132-070 |
| Range |
0-300 |
0-180 |
-0-120 |
-40.0% |
0-230 |
| ATR |
0-150 |
0-152 |
0-002 |
1.4% |
0-000 |
| Volume |
4,826 |
7,172 |
2,346 |
48.6% |
14,119 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-297 |
134-223 |
133-209 |
|
| R3 |
134-117 |
134-043 |
133-160 |
|
| R2 |
133-257 |
133-257 |
133-143 |
|
| R1 |
133-183 |
133-183 |
133-126 |
133-220 |
| PP |
133-077 |
133-077 |
133-077 |
133-095 |
| S1 |
133-003 |
133-003 |
133-094 |
133-040 |
| S2 |
132-217 |
132-217 |
133-077 |
|
| S3 |
132-037 |
132-143 |
133-060 |
|
| S4 |
131-177 |
131-283 |
133-011 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-103 |
133-317 |
132-196 |
|
| R3 |
133-193 |
133-087 |
132-133 |
|
| R2 |
132-283 |
132-283 |
132-112 |
|
| R1 |
132-177 |
132-177 |
132-091 |
132-230 |
| PP |
132-053 |
132-053 |
132-053 |
132-080 |
| S1 |
131-267 |
131-267 |
132-049 |
132-000 |
| S2 |
131-143 |
131-143 |
132-028 |
|
| S3 |
130-233 |
131-037 |
132-007 |
|
| S4 |
130-003 |
130-127 |
131-264 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-275 |
|
2.618 |
134-301 |
|
1.618 |
134-121 |
|
1.000 |
134-010 |
|
0.618 |
133-261 |
|
HIGH |
133-150 |
|
0.618 |
133-081 |
|
0.500 |
133-060 |
|
0.382 |
133-039 |
|
LOW |
132-290 |
|
0.618 |
132-179 |
|
1.000 |
132-110 |
|
1.618 |
131-319 |
|
2.618 |
131-139 |
|
4.250 |
130-165 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-093 |
133-048 |
| PP |
133-077 |
132-307 |
| S1 |
133-060 |
132-245 |
|