ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 133-120 132-285 -0-155 -0.4% 133-150
High 133-155 133-090 -0-065 -0.2% 133-255
Low 132-275 132-285 0-010 0.0% 132-275
Close 132-295 133-085 0-110 0.3% 132-295
Range 0-200 0-125 -0-075 -37.5% 0-300
ATR 0-163 0-161 -0-003 -1.7% 0-000
Volume 1,001,753 165,798 -835,955 -83.4% 3,923,487
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-102 134-058 133-154
R3 133-297 133-253 133-119
R2 133-172 133-172 133-108
R1 133-128 133-128 133-096 133-150
PP 133-047 133-047 133-047 133-058
S1 133-003 133-003 133-074 133-025
S2 132-242 132-242 133-062
S3 132-117 132-198 133-051
S4 131-312 132-073 133-016
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% 0-131 0.3% 43% False False 664,752
10 133-270 132-235 1-035 0.8% 0-134 0.3% 48% False False 778,627
20 133-270 131-230 2-040 1.6% 0-169 0.4% 73% False False 849,303
40 133-270 131-030 2-240 2.1% 0-172 0.4% 79% False False 650,295
60 134-180 131-030 3-150 2.6% 0-162 0.4% 63% False False 434,501
80 134-180 131-030 3-150 2.6% 0-131 0.3% 63% False False 325,906
100 134-180 131-030 3-150 2.6% 0-108 0.3% 63% False False 260,725
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-301
2.618 134-097
1.618 133-292
1.000 133-215
0.618 133-167
HIGH 133-090
0.618 133-042
0.500 133-028
0.382 133-013
LOW 132-285
0.618 132-208
1.000 132-160
1.618 132-083
2.618 131-278
4.250 131-074
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 133-066 133-100
PP 133-047 133-095
S1 133-028 133-090

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

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