ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 133-240 133-120 -0-120 -0.3% 133-150
High 133-245 133-155 -0-090 -0.2% 133-255
Low 133-100 132-275 -0-145 -0.3% 132-275
Close 133-135 132-295 -0-160 -0.4% 132-295
Range 0-145 0-200 0-055 37.9% 0-300
ATR 0-160 0-163 0-003 1.8% 0-000
Volume 740,394 1,001,753 261,359 35.3% 3,923,487
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-308 134-182 133-085
R3 134-108 133-302 133-030
R2 133-228 133-228 133-012
R1 133-102 133-102 132-313 133-065
PP 133-028 133-028 133-028 133-010
S1 132-222 132-222 132-277 132-185
S2 132-148 132-148 132-258
S3 131-268 132-022 132-240
S4 131-068 131-142 132-185
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 136-002 135-128 133-140
R3 135-022 134-148 133-058
R2 134-042 134-042 133-030
R1 133-168 133-168 133-002 133-115
PP 133-062 133-062 133-062 133-035
S1 132-188 132-188 132-268 132-135
S2 132-082 132-082 132-240
S3 131-102 131-208 132-212
S4 130-122 130-228 132-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-255 132-275 0-300 0.7% 0-126 0.3% 7% False True 784,697
10 133-270 132-205 1-065 0.9% 0-134 0.3% 23% False False 815,165
20 133-270 131-230 2-040 1.6% 0-170 0.4% 57% False False 876,160
40 133-270 131-030 2-240 2.1% 0-172 0.4% 66% False False 646,456
60 134-180 131-030 3-150 2.6% 0-160 0.4% 53% False False 431,738
80 134-180 131-030 3-150 2.6% 0-130 0.3% 53% False False 323,834
100 134-180 131-030 3-150 2.6% 0-106 0.2% 53% False False 259,067
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 136-045
2.618 135-039
1.618 134-159
1.000 134-035
0.618 133-279
HIGH 133-155
0.618 133-079
0.500 133-055
0.382 133-031
LOW 132-275
0.618 132-151
1.000 132-075
1.618 131-271
2.618 131-071
4.250 130-065
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 133-055 133-105
PP 133-028 133-062
S1 133-002 133-018

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

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