ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
132-240 |
132-305 |
0-065 |
0.2% |
132-125 |
| High |
133-025 |
133-020 |
-0-005 |
0.0% |
133-025 |
| Low |
132-225 |
132-100 |
-0-125 |
-0.3% |
132-080 |
| Close |
132-305 |
132-250 |
-0-055 |
-0.1% |
132-305 |
| Range |
0-120 |
0-240 |
0-120 |
100.0% |
0-265 |
| ATR |
0-137 |
0-144 |
0-007 |
5.4% |
0-000 |
| Volume |
457,798 |
327,518 |
-130,280 |
-28.5% |
1,208,943 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-310 |
134-200 |
133-062 |
|
| R3 |
134-070 |
133-280 |
132-316 |
|
| R2 |
133-150 |
133-150 |
132-294 |
|
| R1 |
133-040 |
133-040 |
132-272 |
132-295 |
| PP |
132-230 |
132-230 |
132-230 |
132-198 |
| S1 |
132-120 |
132-120 |
132-228 |
132-055 |
| S2 |
131-310 |
131-310 |
132-206 |
|
| S3 |
131-070 |
131-200 |
132-184 |
|
| S4 |
130-150 |
130-280 |
132-118 |
|
|
| 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 |
132-080 |
0-265 |
0.6% |
0-153 |
0.4% |
64% |
False |
False |
307,292 |
| 10 |
133-025 |
131-255 |
1-090 |
1.0% |
0-154 |
0.4% |
77% |
False |
False |
635,452 |
| 20 |
134-010 |
131-255 |
2-075 |
1.7% |
0-141 |
0.3% |
44% |
False |
False |
753,774 |
| 40 |
134-010 |
131-250 |
2-080 |
1.7% |
0-136 |
0.3% |
44% |
False |
False |
475,478 |
| 60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-125 |
0.3% |
57% |
False |
False |
317,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-080 |
|
2.618 |
135-008 |
|
1.618 |
134-088 |
|
1.000 |
133-260 |
|
0.618 |
133-168 |
|
HIGH |
133-020 |
|
0.618 |
132-248 |
|
0.500 |
132-220 |
|
0.382 |
132-192 |
|
LOW |
132-100 |
|
0.618 |
131-272 |
|
1.000 |
131-180 |
|
1.618 |
131-032 |
|
2.618 |
130-112 |
|
4.250 |
129-040 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
132-240 |
132-241 |
| PP |
132-230 |
132-232 |
| S1 |
132-220 |
132-222 |
|