ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 133-190 133-240 0-050 0.1% 132-225
High 133-255 133-245 -0-010 0.0% 133-270
Low 133-165 133-100 -0-065 -0.2% 132-205
Close 133-235 133-135 -0-100 -0.2% 133-155
Range 0-090 0-145 0-055 61.1% 1-065
ATR 0-162 0-160 -0-001 -0.7% 0-000
Volume 770,031 740,394 -29,637 -3.8% 4,228,165
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-275 134-190 133-215
R3 134-130 134-045 133-175
R2 133-305 133-305 133-162
R1 133-220 133-220 133-148 133-190
PP 133-160 133-160 133-160 133-145
S1 133-075 133-075 133-122 133-045
S2 133-015 133-015 133-108
S3 132-190 132-250 133-095
S4 132-045 132-105 133-055
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
5 133-270 133-100 0-170 0.4% 0-117 0.3% 21% False True 781,016
10 133-270 132-080 1-190 1.2% 0-131 0.3% 74% False False 789,036
20 133-270 131-230 2-040 1.6% 0-180 0.4% 80% False False 901,202
40 133-270 131-030 2-240 2.1% 0-170 0.4% 85% False False 621,542
60 134-180 131-030 3-150 2.6% 0-157 0.4% 67% False False 415,047
80 134-180 131-030 3-150 2.6% 0-127 0.3% 67% False False 311,312
100 134-180 131-030 3-150 2.6% 0-104 0.2% 67% False False 249,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-221
2.618 134-305
1.618 134-160
1.000 134-070
0.618 134-015
HIGH 133-245
0.618 133-190
0.500 133-172
0.382 133-155
LOW 133-100
0.618 133-010
1.000 132-275
1.618 132-185
2.618 132-040
4.250 131-124
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 133-172 133-178
PP 133-160 133-163
S1 133-148 133-149

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

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