ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 133-075 133-020 -0-055 -0.1% 133-150
High 133-110 133-115 0-005 0.0% 133-255
Low 132-300 132-260 -0-040 -0.1% 132-275
Close 133-015 133-070 0-055 0.1% 132-295
Range 0-130 0-175 0-045 34.6% 0-300
ATR 0-158 0-160 0-001 0.8% 0-000
Volume 738,769 839,163 100,394 13.6% 3,923,487
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-247 134-173 133-166
R3 134-072 133-318 133-118
R2 133-217 133-217 133-102
R1 133-143 133-143 133-086 133-180
PP 133-042 133-042 133-042 133-060
S1 132-288 132-288 133-054 133-005
S2 132-187 132-187 133-038
S3 132-012 132-113 133-022
S4 131-157 131-258 132-294
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
5 133-245 132-260 0-305 0.7% 0-155 0.4% 43% False True 697,175
10 133-270 132-260 1-010 0.8% 0-131 0.3% 39% False True 760,442
20 133-270 131-230 2-040 1.6% 0-168 0.4% 71% False False 849,193
40 133-270 131-030 2-240 2.1% 0-173 0.4% 77% False False 689,476
60 134-180 131-030 3-150 2.6% 0-164 0.4% 61% False False 460,784
80 134-180 131-030 3-150 2.6% 0-134 0.3% 61% False False 345,630
100 134-180 131-030 3-150 2.6% 0-111 0.3% 61% False False 276,505
120 134-180 129-230 4-270 3.6% 0-092 0.2% 72% False False 230,421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-219
2.618 134-253
1.618 134-078
1.000 133-290
0.618 133-223
HIGH 133-115
0.618 133-048
0.500 133-028
0.382 133-007
LOW 132-260
0.618 132-152
1.000 132-085
1.618 131-297
2.618 131-122
4.250 130-156
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 133-056 133-056
PP 133-042 133-042
S1 133-028 133-028

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

View Archives - Comment on this page... - Back to Index of Symbols