ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 133-150 133-180 0-030 0.1% 132-225
High 133-215 133-220 0-005 0.0% 133-270
Low 133-115 133-125 0-010 0.0% 132-205
Close 133-185 133-205 0-020 0.0% 133-155
Range 0-100 0-095 -0-005 -5.0% 1-065
ATR 0-173 0-167 -0-006 -3.2% 0-000
Volume 765,522 645,787 -119,735 -15.6% 4,228,165
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-148 134-112 133-257
R3 134-053 134-017 133-231
R2 133-278 133-278 133-222
R1 133-242 133-242 133-214 133-260
PP 133-183 133-183 133-183 133-192
S1 133-147 133-147 133-196 133-165
S2 133-088 133-088 133-188
S3 132-313 133-052 133-179
S4 132-218 132-277 133-153
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 136-298 136-132 134-047
R3 135-233 135-067 133-261
R2 134-168 134-168 133-226
R1 134-002 134-002 133-190 134-085
PP 133-103 133-103 133-103 133-145
S1 132-257 132-257 133-120 133-020
S2 132-038 132-038 133-084
S3 130-293 131-192 133-049
S4 129-228 130-127 132-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-270 133-045 0-225 0.5% 0-123 0.3% 71% False False 842,337
10 133-270 132-020 1-250 1.3% 0-140 0.3% 89% False False 817,213
20 133-270 131-230 2-040 1.6% 0-187 0.4% 90% False False 924,598
40 133-270 131-030 2-240 2.1% 0-173 0.4% 93% False False 584,153
60 134-180 131-030 3-150 2.6% 0-156 0.4% 73% False False 389,899
80 134-180 131-030 3-150 2.6% 0-124 0.3% 73% False False 292,432
100 134-180 131-030 3-150 2.6% 0-102 0.2% 73% False False 233,946
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-304
2.618 134-149
1.618 134-054
1.000 133-315
0.618 133-279
HIGH 133-220
0.618 133-184
0.500 133-172
0.382 133-161
LOW 133-125
0.618 133-066
1.000 133-030
1.618 132-291
2.618 132-196
4.250 132-041
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 133-194 133-201
PP 133-183 133-197
S1 133-172 133-192

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These figures are updated between 7pm and 10pm EST after a trading day.

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