ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
133-190 |
133-195 |
0-005 |
0.0% |
133-185 |
| High |
133-265 |
133-220 |
-0-045 |
-0.1% |
134-010 |
| Low |
133-175 |
133-095 |
-0-080 |
-0.2% |
133-085 |
| Close |
133-200 |
133-130 |
-0-070 |
-0.2% |
133-180 |
| Range |
0-090 |
0-125 |
0-035 |
38.9% |
0-245 |
| ATR |
0-123 |
0-123 |
0-000 |
0.1% |
0-000 |
| Volume |
521,331 |
602,286 |
80,955 |
15.5% |
4,221,720 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-203 |
134-132 |
133-199 |
|
| R3 |
134-078 |
134-007 |
133-164 |
|
| R2 |
133-273 |
133-273 |
133-153 |
|
| R1 |
133-202 |
133-202 |
133-141 |
133-175 |
| PP |
133-148 |
133-148 |
133-148 |
133-135 |
| S1 |
133-077 |
133-077 |
133-119 |
133-050 |
| S2 |
133-023 |
133-023 |
133-107 |
|
| S3 |
132-218 |
132-272 |
133-096 |
|
| S4 |
132-093 |
132-147 |
133-061 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-010 |
133-095 |
0-235 |
0.6% |
0-120 |
0.3% |
15% |
False |
True |
754,463 |
| 10 |
134-010 |
133-085 |
0-245 |
0.6% |
0-111 |
0.3% |
18% |
False |
False |
797,851 |
| 20 |
134-010 |
132-250 |
1-080 |
0.9% |
0-114 |
0.3% |
50% |
False |
False |
461,987 |
| 40 |
134-010 |
131-030 |
2-300 |
2.2% |
0-125 |
0.3% |
79% |
False |
False |
232,520 |
| 60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-100 |
0.2% |
79% |
False |
False |
155,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-111 |
|
2.618 |
134-227 |
|
1.618 |
134-102 |
|
1.000 |
134-025 |
|
0.618 |
133-297 |
|
HIGH |
133-220 |
|
0.618 |
133-172 |
|
0.500 |
133-158 |
|
0.382 |
133-143 |
|
LOW |
133-095 |
|
0.618 |
133-018 |
|
1.000 |
132-290 |
|
1.618 |
132-213 |
|
2.618 |
132-088 |
|
4.250 |
131-204 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-158 |
133-202 |
| PP |
133-148 |
133-178 |
| S1 |
133-139 |
133-154 |
|