ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 133-100 133-100 0-000 0.0% 132-285
High 133-130 133-110 -0-020 0.0% 133-170
Low 133-025 132-255 -0-090 -0.2% 132-260
Close 133-100 132-280 -0-140 -0.3% 133-100
Range 0-105 0-175 0-070 66.7% 0-230
ATR 0-156 0-157 0-001 0.9% 0-000
Volume 622,721 906,777 284,056 45.6% 3,473,480
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-207 134-098 133-056
R3 134-032 133-243 133-008
R2 133-177 133-177 132-312
R1 133-068 133-068 132-296 133-035
PP 133-002 133-002 133-002 132-305
S1 132-213 132-213 132-264 132-180
S2 132-147 132-147 132-248
S3 131-292 132-038 132-232
S4 131-117 131-183 132-184
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
5 133-170 132-255 0-235 0.6% 0-155 0.4% 11% False True 819,682
10 133-255 132-255 1-000 0.8% 0-146 0.3% 8% False True 751,515
20 133-270 132-020 1-250 1.3% 0-144 0.3% 46% False False 784,364
40 133-270 131-030 2-240 2.1% 0-173 0.4% 65% False False 769,268
60 134-180 131-030 3-150 2.6% 0-171 0.4% 51% False False 515,086
80 134-180 131-030 3-150 2.6% 0-140 0.3% 51% False False 386,370
100 134-180 131-030 3-150 2.6% 0-114 0.3% 51% False False 309,097
120 134-180 130-000 4-180 3.4% 0-097 0.2% 63% False False 257,581
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 0-030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-214
2.618 134-248
1.618 134-073
1.000 133-285
0.618 133-218
HIGH 133-110
0.618 133-043
0.500 133-022
0.382 133-002
LOW 132-255
0.618 132-147
1.000 132-080
1.618 131-292
2.618 131-117
4.250 130-151
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 133-022 133-052
PP 133-002 133-022
S1 132-301 132-311

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.