ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 133-110 133-090 -0-020 0.0% 132-285
High 133-125 133-170 0-045 0.1% 133-170
Low 132-265 133-030 0-085 0.2% 132-260
Close 133-085 133-100 0-015 0.0% 133-100
Range 0-180 0-140 -0-040 -22.2% 0-230
ATR 0-161 0-159 -0-001 -0.9% 0-000
Volume 1,007,180 722,570 -284,610 -28.3% 3,473,480
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-200 134-130 133-177
R3 134-060 133-310 133-138
R2 133-240 133-240 133-126
R1 133-170 133-170 133-113 133-205
PP 133-100 133-100 133-100 133-118
S1 133-030 133-030 133-087 133-065
S2 132-280 132-280 133-074
S3 132-140 132-210 133-062
S4 132-000 132-070 133-023
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 135-120 135-020 133-226
R3 134-210 134-110 133-163
R2 133-300 133-300 133-142
R1 133-200 133-200 133-121 133-250
PP 133-070 133-070 133-070 133-095
S1 132-290 132-290 133-079 133-020
S2 132-160 132-160 133-058
S3 131-250 132-060 133-037
S4 131-020 131-150 132-294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-170 132-260 0-230 0.5% 0-150 0.4% 70% True False 694,696
10 133-255 132-260 0-315 0.7% 0-138 0.3% 51% False False 739,696
20 133-270 131-235 2-035 1.6% 0-146 0.3% 75% False False 783,177
40 133-270 131-030 2-240 2.1% 0-172 0.4% 81% False False 731,796
60 134-180 131-030 3-150 2.6% 0-168 0.4% 64% False False 489,603
80 134-180 131-030 3-150 2.6% 0-136 0.3% 64% False False 367,251
100 134-180 131-030 3-150 2.6% 0-114 0.3% 64% False False 293,802
120 134-180 129-230 4-270 3.6% 0-095 0.2% 74% False False 244,835
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-125
2.618 134-217
1.618 134-077
1.000 133-310
0.618 133-257
HIGH 133-170
0.618 133-117
0.500 133-100
0.382 133-083
LOW 133-030
0.618 132-263
1.000 132-210
1.618 132-123
2.618 131-303
4.250 131-075
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 133-100 133-085
PP 133-100 133-070
S1 133-100 133-055

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

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