ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 132-285 133-075 0-110 0.3% 133-150
High 133-090 133-110 0-020 0.0% 133-255
Low 132-285 132-300 0-015 0.0% 132-275
Close 133-085 133-015 -0-070 -0.2% 132-295
Range 0-125 0-130 0-005 4.0% 0-300
ATR 0-161 0-158 -0-002 -1.4% 0-000
Volume 165,798 738,769 572,971 345.6% 3,923,487
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-105 134-030 133-086
R3 133-295 133-220 133-051
R2 133-165 133-165 133-039
R1 133-090 133-090 133-027 133-062
PP 133-035 133-035 133-035 133-021
S1 132-280 132-280 133-003 132-252
S2 132-225 132-225 132-311
S3 132-095 132-150 132-299
S4 131-285 132-020 132-264
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% 0-138 0.3% 20% False False 683,349
10 133-270 132-275 0-315 0.7% 0-130 0.3% 19% False False 762,843
20 133-270 131-230 2-040 1.6% 0-168 0.4% 63% False False 854,404
40 133-270 131-030 2-240 2.1% 0-173 0.4% 71% False False 668,591
60 134-180 131-030 3-150 2.6% 0-162 0.4% 56% False False 446,812
80 134-180 131-030 3-150 2.6% 0-131 0.3% 56% False False 335,141
100 134-180 131-030 3-150 2.6% 0-109 0.3% 56% False False 268,113
120 134-180 129-230 4-270 3.6% 0-091 0.2% 69% False False 223,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-022
2.618 134-130
1.618 134-000
1.000 133-240
0.618 133-190
HIGH 133-110
0.618 133-060
0.500 133-045
0.382 133-030
LOW 132-300
0.618 132-220
1.000 132-170
1.618 132-090
2.618 131-280
4.250 131-068
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 133-045 133-055
PP 133-035 133-042
S1 133-025 133-028

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

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