ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
133-185 |
133-165 |
-0-020 |
0.0% |
132-270 |
| High |
133-200 |
133-215 |
0-015 |
0.0% |
133-225 |
| Low |
133-085 |
133-115 |
0-030 |
0.1% |
132-250 |
| Close |
133-150 |
133-185 |
0-035 |
0.1% |
133-205 |
| Range |
0-115 |
0-100 |
-0-015 |
-13.0% |
0-295 |
| ATR |
0-127 |
0-125 |
-0-002 |
-1.5% |
0-000 |
| Volume |
810,927 |
762,091 |
-48,836 |
-6.0% |
3,678,867 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-152 |
134-108 |
133-240 |
|
| R3 |
134-052 |
134-008 |
133-212 |
|
| R2 |
133-272 |
133-272 |
133-203 |
|
| R1 |
133-228 |
133-228 |
133-194 |
133-250 |
| PP |
133-172 |
133-172 |
133-172 |
133-182 |
| S1 |
133-128 |
133-128 |
133-176 |
133-150 |
| S2 |
133-072 |
133-072 |
133-167 |
|
| S3 |
132-292 |
133-028 |
133-158 |
|
| S4 |
132-192 |
132-248 |
133-130 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-045 |
135-260 |
134-047 |
|
| R3 |
135-070 |
134-285 |
133-286 |
|
| R2 |
134-095 |
134-095 |
133-259 |
|
| R1 |
133-310 |
133-310 |
133-232 |
134-042 |
| PP |
133-120 |
133-120 |
133-120 |
133-146 |
| S1 |
133-015 |
133-015 |
133-178 |
133-068 |
| S2 |
132-145 |
132-145 |
133-151 |
|
| S3 |
131-170 |
132-040 |
133-124 |
|
| S4 |
130-195 |
131-065 |
133-043 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-000 |
|
2.618 |
134-157 |
|
1.618 |
134-057 |
|
1.000 |
133-315 |
|
0.618 |
133-277 |
|
HIGH |
133-215 |
|
0.618 |
133-177 |
|
0.500 |
133-165 |
|
0.382 |
133-153 |
|
LOW |
133-115 |
|
0.618 |
133-053 |
|
1.000 |
133-015 |
|
1.618 |
132-273 |
|
2.618 |
132-173 |
|
4.250 |
132-010 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
133-178 |
133-175 |
| PP |
133-172 |
133-165 |
| S1 |
133-165 |
133-155 |
|