ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
133-020 |
132-210 |
-0-130 |
-0.3% |
133-190 |
| High |
133-055 |
132-285 |
-0-090 |
-0.2% |
133-265 |
| Low |
132-205 |
132-170 |
-0-035 |
-0.1% |
132-170 |
| Close |
132-235 |
132-255 |
0-020 |
0.0% |
132-255 |
| Range |
0-170 |
0-115 |
-0-055 |
-32.4% |
1-095 |
| ATR |
0-131 |
0-130 |
-0-001 |
-0.9% |
0-000 |
| Volume |
1,311,631 |
856,378 |
-455,253 |
-34.7% |
4,499,243 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-262 |
133-213 |
132-318 |
|
| R3 |
133-147 |
133-098 |
132-287 |
|
| R2 |
133-032 |
133-032 |
132-276 |
|
| R1 |
132-303 |
132-303 |
132-266 |
133-008 |
| PP |
132-237 |
132-237 |
132-237 |
132-249 |
| S1 |
132-188 |
132-188 |
132-244 |
132-212 |
| S2 |
132-122 |
132-122 |
132-234 |
|
| S3 |
132-007 |
132-073 |
132-223 |
|
| S4 |
131-212 |
131-278 |
132-192 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-302 |
136-053 |
133-163 |
|
| R3 |
135-207 |
134-278 |
133-049 |
|
| R2 |
134-112 |
134-112 |
133-011 |
|
| R1 |
133-183 |
133-183 |
132-293 |
133-100 |
| PP |
133-017 |
133-017 |
133-017 |
132-295 |
| S1 |
132-088 |
132-088 |
132-217 |
132-005 |
| S2 |
131-242 |
131-242 |
132-179 |
|
| S3 |
130-147 |
130-313 |
132-141 |
|
| S4 |
129-052 |
129-218 |
132-027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-265 |
132-170 |
1-095 |
1.0% |
0-137 |
0.3% |
20% |
False |
True |
899,848 |
| 10 |
134-010 |
132-170 |
1-160 |
1.1% |
0-128 |
0.3% |
18% |
False |
True |
872,096 |
| 20 |
134-010 |
132-170 |
1-160 |
1.1% |
0-121 |
0.3% |
18% |
False |
True |
629,695 |
| 40 |
134-010 |
131-030 |
2-300 |
2.2% |
0-129 |
0.3% |
58% |
False |
False |
316,900 |
| 60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-108 |
0.3% |
58% |
False |
False |
211,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-134 |
|
2.618 |
133-266 |
|
1.618 |
133-151 |
|
1.000 |
133-080 |
|
0.618 |
133-036 |
|
HIGH |
132-285 |
|
0.618 |
132-241 |
|
0.500 |
132-228 |
|
0.382 |
132-214 |
|
LOW |
132-170 |
|
0.618 |
132-099 |
|
1.000 |
132-055 |
|
1.618 |
131-304 |
|
2.618 |
131-189 |
|
4.250 |
131-001 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
132-246 |
133-012 |
| PP |
132-237 |
132-307 |
| S1 |
132-228 |
132-281 |
|