ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
133-255 |
133-270 |
0-015 |
0.0% |
133-185 |
| High |
134-010 |
133-310 |
-0-020 |
0.0% |
134-010 |
| Low |
133-240 |
133-150 |
-0-090 |
-0.2% |
133-085 |
| Close |
133-280 |
133-180 |
-0-100 |
-0.2% |
133-180 |
| Range |
0-090 |
0-160 |
0-070 |
77.8% |
0-245 |
| ATR |
0-123 |
0-126 |
0-003 |
2.2% |
0-000 |
| Volume |
701,629 |
1,063,761 |
362,132 |
51.6% |
4,221,720 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-053 |
134-277 |
133-268 |
|
| R3 |
134-213 |
134-117 |
133-224 |
|
| R2 |
134-053 |
134-053 |
133-209 |
|
| R1 |
133-277 |
133-277 |
133-195 |
133-245 |
| PP |
133-213 |
133-213 |
133-213 |
133-198 |
| S1 |
133-117 |
133-117 |
133-165 |
133-085 |
| S2 |
133-053 |
133-053 |
133-151 |
|
| S3 |
132-213 |
132-277 |
133-136 |
|
| S4 |
132-053 |
132-117 |
133-092 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-293 |
135-162 |
133-315 |
|
| R3 |
135-048 |
134-237 |
133-247 |
|
| R2 |
134-123 |
134-123 |
133-225 |
|
| R1 |
133-312 |
133-312 |
133-202 |
133-255 |
| PP |
133-198 |
133-198 |
133-198 |
133-170 |
| S1 |
133-067 |
133-067 |
133-158 |
133-010 |
| S2 |
132-273 |
132-273 |
133-135 |
|
| S3 |
132-028 |
132-142 |
133-113 |
|
| S4 |
131-103 |
131-217 |
133-045 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-030 |
|
2.618 |
135-089 |
|
1.618 |
134-249 |
|
1.000 |
134-150 |
|
0.618 |
134-089 |
|
HIGH |
133-310 |
|
0.618 |
133-249 |
|
0.500 |
133-230 |
|
0.382 |
133-211 |
|
LOW |
133-150 |
|
0.618 |
133-051 |
|
1.000 |
132-310 |
|
1.618 |
132-211 |
|
2.618 |
132-051 |
|
4.250 |
131-110 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-230 |
133-240 |
| PP |
133-213 |
133-220 |
| S1 |
133-197 |
133-200 |
|