ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
133-165 |
133-185 |
0-020 |
0.0% |
132-270 |
| High |
133-225 |
133-200 |
-0-025 |
-0.1% |
133-225 |
| Low |
133-130 |
133-085 |
-0-045 |
-0.1% |
132-250 |
| Close |
133-205 |
133-150 |
-0-055 |
-0.1% |
133-205 |
| Range |
0-095 |
0-115 |
0-020 |
21.1% |
0-295 |
| ATR |
0-127 |
0-127 |
-0-001 |
-0.4% |
0-000 |
| Volume |
809,825 |
810,927 |
1,102 |
0.1% |
3,678,867 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-170 |
134-115 |
133-213 |
|
| R3 |
134-055 |
134-000 |
133-182 |
|
| R2 |
133-260 |
133-260 |
133-171 |
|
| R1 |
133-205 |
133-205 |
133-161 |
133-175 |
| PP |
133-145 |
133-145 |
133-145 |
133-130 |
| S1 |
133-090 |
133-090 |
133-139 |
133-060 |
| S2 |
133-030 |
133-030 |
133-129 |
|
| S3 |
132-235 |
132-295 |
133-118 |
|
| S4 |
132-120 |
132-180 |
133-087 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-045 |
135-260 |
134-047 |
|
| R3 |
135-070 |
134-285 |
133-286 |
|
| R2 |
134-095 |
134-095 |
133-259 |
|
| R1 |
133-310 |
133-310 |
133-232 |
134-042 |
| PP |
133-120 |
133-120 |
133-120 |
133-146 |
| S1 |
133-015 |
133-015 |
133-178 |
133-068 |
| S2 |
132-145 |
132-145 |
133-151 |
|
| S3 |
131-170 |
132-040 |
133-124 |
|
| S4 |
130-195 |
131-065 |
133-043 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-049 |
|
2.618 |
134-181 |
|
1.618 |
134-066 |
|
1.000 |
133-315 |
|
0.618 |
133-271 |
|
HIGH |
133-200 |
|
0.618 |
133-156 |
|
0.500 |
133-142 |
|
0.382 |
133-129 |
|
LOW |
133-085 |
|
0.618 |
133-014 |
|
1.000 |
132-290 |
|
1.618 |
132-219 |
|
2.618 |
132-104 |
|
4.250 |
131-236 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-148 |
133-155 |
| PP |
133-145 |
133-153 |
| S1 |
133-142 |
133-152 |
|