ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
132-170 |
132-240 |
0-070 |
0.2% |
132-125 |
| High |
133-005 |
133-025 |
0-020 |
0.0% |
133-025 |
| Low |
132-100 |
132-225 |
0-125 |
0.3% |
132-080 |
| Close |
132-295 |
132-305 |
0-010 |
0.0% |
132-305 |
| Range |
0-225 |
0-120 |
-0-105 |
-46.7% |
0-265 |
| ATR |
0-138 |
0-137 |
-0-001 |
-0.9% |
0-000 |
| Volume |
564,774 |
457,798 |
-106,976 |
-18.9% |
1,208,943 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-012 |
133-278 |
133-051 |
|
| R3 |
133-212 |
133-158 |
133-018 |
|
| R2 |
133-092 |
133-092 |
133-007 |
|
| R1 |
133-038 |
133-038 |
132-316 |
133-065 |
| PP |
132-292 |
132-292 |
132-292 |
132-305 |
| S1 |
132-238 |
132-238 |
132-294 |
132-265 |
| S2 |
132-172 |
132-172 |
132-283 |
|
| S3 |
132-052 |
132-118 |
132-272 |
|
| S4 |
131-252 |
131-318 |
132-239 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-078 |
134-297 |
133-131 |
|
| R3 |
134-133 |
134-032 |
133-058 |
|
| R2 |
133-188 |
133-188 |
133-034 |
|
| R1 |
133-087 |
133-087 |
133-009 |
133-138 |
| PP |
132-243 |
132-243 |
132-243 |
132-269 |
| S1 |
132-142 |
132-142 |
132-281 |
132-192 |
| S2 |
131-298 |
131-298 |
132-256 |
|
| S3 |
131-033 |
131-197 |
132-232 |
|
| S4 |
130-088 |
130-252 |
132-159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-025 |
132-020 |
1-005 |
0.8% |
0-142 |
0.3% |
88% |
True |
False |
383,175 |
| 10 |
133-025 |
131-255 |
1-090 |
1.0% |
0-141 |
0.3% |
90% |
True |
False |
688,338 |
| 20 |
134-010 |
131-255 |
2-075 |
1.7% |
0-134 |
0.3% |
52% |
False |
False |
777,889 |
| 40 |
134-010 |
131-250 |
2-080 |
1.7% |
0-132 |
0.3% |
52% |
False |
False |
467,373 |
| 60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-122 |
0.3% |
63% |
False |
False |
311,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-215 |
|
2.618 |
134-019 |
|
1.618 |
133-219 |
|
1.000 |
133-145 |
|
0.618 |
133-099 |
|
HIGH |
133-025 |
|
0.618 |
132-299 |
|
0.500 |
132-285 |
|
0.382 |
132-271 |
|
LOW |
132-225 |
|
0.618 |
132-151 |
|
1.000 |
132-105 |
|
1.618 |
132-031 |
|
2.618 |
131-231 |
|
4.250 |
131-035 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
132-298 |
132-274 |
| PP |
132-292 |
132-243 |
| S1 |
132-285 |
132-212 |
|