ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 133-090 133-100 0-010 0.0% 132-285
High 133-170 133-130 -0-040 -0.1% 133-170
Low 133-030 133-025 -0-005 0.0% 132-260
Close 133-100 133-100 0-000 0.0% 133-100
Range 0-140 0-105 -0-035 -25.0% 0-230
ATR 0-159 0-156 -0-004 -2.4% 0-000
Volume 722,570 622,721 -99,849 -13.8% 3,473,480
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-080 134-035 133-158
R3 133-295 133-250 133-129
R2 133-190 133-190 133-119
R1 133-145 133-145 133-110 133-152
PP 133-085 133-085 133-085 133-089
S1 133-040 133-040 133-090 133-048
S2 132-300 132-300 133-081
S3 132-195 132-255 133-071
S4 132-090 132-150 133-042
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% 0-146 0.3% 70% False False 786,080
10 133-255 132-260 0-315 0.7% 0-138 0.3% 51% False False 725,416
20 133-270 131-300 1-290 1.4% 0-144 0.3% 72% False False 777,223
40 133-270 131-030 2-240 2.1% 0-173 0.4% 81% False False 746,981
60 134-180 131-030 3-150 2.6% 0-169 0.4% 64% False False 499,975
80 134-180 131-030 3-150 2.6% 0-137 0.3% 64% False False 375,035
100 134-180 131-030 3-150 2.6% 0-115 0.3% 64% False False 300,029
120 134-180 129-300 4-200 3.5% 0-096 0.2% 73% False False 250,025
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-032
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 134-256
2.618 134-085
1.618 133-300
1.000 133-235
0.618 133-195
HIGH 133-130
0.618 133-090
0.500 133-078
0.382 133-065
LOW 133-025
0.618 132-280
1.000 132-240
1.618 132-175
2.618 132-070
4.250 131-219
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 133-092 133-086
PP 133-085 133-072
S1 133-078 133-058

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

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