ECBOT 10 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
133-180 |
133-105 |
-0-075 |
-0.2% |
134-040 |
| High |
133-230 |
133-175 |
-0-055 |
-0.1% |
134-045 |
| Low |
133-100 |
133-090 |
-0-010 |
0.0% |
133-090 |
| Close |
133-125 |
133-105 |
-0-020 |
0.0% |
133-105 |
| Range |
0-130 |
0-085 |
-0-045 |
-34.6% |
0-275 |
| ATR |
0-155 |
0-150 |
-0-005 |
-3.2% |
0-000 |
| Volume |
825,576 |
404,891 |
-420,685 |
-51.0% |
2,783,984 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-058 |
134-007 |
133-152 |
|
| R3 |
133-293 |
133-242 |
133-128 |
|
| R2 |
133-208 |
133-208 |
133-121 |
|
| R1 |
133-157 |
133-157 |
133-113 |
133-148 |
| PP |
133-123 |
133-123 |
133-123 |
133-119 |
| S1 |
133-072 |
133-072 |
133-097 |
133-062 |
| S2 |
133-038 |
133-038 |
133-089 |
|
| S3 |
132-273 |
132-307 |
133-082 |
|
| S4 |
132-188 |
132-222 |
133-058 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-052 |
135-193 |
133-256 |
|
| R3 |
135-097 |
134-238 |
133-181 |
|
| R2 |
134-142 |
134-142 |
133-155 |
|
| R1 |
133-283 |
133-283 |
133-130 |
133-235 |
| PP |
133-187 |
133-187 |
133-187 |
133-162 |
| S1 |
133-008 |
133-008 |
133-080 |
132-280 |
| S2 |
132-232 |
132-232 |
133-055 |
|
| S3 |
131-277 |
132-053 |
133-029 |
|
| S4 |
131-002 |
131-098 |
132-274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-115 |
133-090 |
1-025 |
0.8% |
0-125 |
0.3% |
4% |
False |
True |
746,472 |
| 10 |
134-115 |
133-090 |
1-025 |
0.8% |
0-122 |
0.3% |
4% |
False |
True |
781,019 |
| 20 |
134-115 |
131-250 |
2-185 |
1.9% |
0-154 |
0.4% |
60% |
False |
False |
835,857 |
| 40 |
134-115 |
131-220 |
2-215 |
2.0% |
0-153 |
0.4% |
61% |
False |
False |
841,789 |
| 60 |
134-115 |
131-220 |
2-215 |
2.0% |
0-169 |
0.4% |
61% |
False |
False |
873,997 |
| 80 |
134-115 |
131-030 |
3-085 |
2.4% |
0-167 |
0.4% |
68% |
False |
False |
683,181 |
| 100 |
134-180 |
131-030 |
3-150 |
2.6% |
0-152 |
0.4% |
64% |
False |
False |
546,713 |
| 120 |
134-180 |
131-030 |
3-150 |
2.6% |
0-131 |
0.3% |
64% |
False |
False |
455,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-216 |
|
2.618 |
134-078 |
|
1.618 |
133-313 |
|
1.000 |
133-260 |
|
0.618 |
133-228 |
|
HIGH |
133-175 |
|
0.618 |
133-143 |
|
0.500 |
133-132 |
|
0.382 |
133-122 |
|
LOW |
133-090 |
|
0.618 |
133-037 |
|
1.000 |
133-005 |
|
1.618 |
132-272 |
|
2.618 |
132-187 |
|
4.250 |
132-049 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-132 |
133-208 |
| PP |
133-123 |
133-173 |
| S1 |
133-114 |
133-139 |
|