ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
133-130 |
133-160 |
0-030 |
0.1% |
132-080 |
| High |
133-220 |
133-190 |
-0-030 |
-0.1% |
133-220 |
| Low |
133-110 |
133-070 |
-0-040 |
-0.1% |
132-020 |
| Close |
133-180 |
133-180 |
0-000 |
0.0% |
133-130 |
| Range |
0-110 |
0-120 |
0-010 |
9.1% |
1-200 |
| ATR |
0-144 |
0-142 |
-0-002 |
-1.2% |
0-000 |
| Volume |
681 |
8,091 |
7,410 |
1,088.1% |
29,382 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-187 |
134-143 |
133-246 |
|
| R3 |
134-067 |
134-023 |
133-213 |
|
| R2 |
133-267 |
133-267 |
133-202 |
|
| R1 |
133-223 |
133-223 |
133-191 |
133-245 |
| PP |
133-147 |
133-147 |
133-147 |
133-158 |
| S1 |
133-103 |
133-103 |
133-169 |
133-125 |
| S2 |
133-027 |
133-027 |
133-158 |
|
| S3 |
132-227 |
132-303 |
133-147 |
|
| S4 |
132-107 |
132-183 |
133-114 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-297 |
137-093 |
134-096 |
|
| R3 |
136-097 |
135-213 |
133-273 |
|
| R2 |
134-217 |
134-217 |
133-225 |
|
| R1 |
134-013 |
134-013 |
133-178 |
134-115 |
| PP |
133-017 |
133-017 |
133-017 |
133-068 |
| S1 |
132-133 |
132-133 |
133-082 |
132-235 |
| S2 |
131-137 |
131-137 |
133-035 |
|
| S3 |
129-257 |
130-253 |
132-307 |
|
| S4 |
128-057 |
129-053 |
132-164 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-060 |
|
2.618 |
134-184 |
|
1.618 |
134-064 |
|
1.000 |
133-310 |
|
0.618 |
133-264 |
|
HIGH |
133-190 |
|
0.618 |
133-144 |
|
0.500 |
133-130 |
|
0.382 |
133-116 |
|
LOW |
133-070 |
|
0.618 |
132-316 |
|
1.000 |
132-270 |
|
1.618 |
132-196 |
|
2.618 |
132-076 |
|
4.250 |
131-200 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-163 |
133-168 |
| PP |
133-147 |
133-157 |
| S1 |
133-130 |
133-145 |
|