ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 133-100 132-250 -0-170 -0.4% 132-285
High 133-110 132-265 -0-165 -0.4% 133-170
Low 132-255 132-000 -0-255 -0.6% 132-260
Close 132-280 132-025 -0-255 -0.6% 133-100
Range 0-175 0-265 0-090 51.4% 0-230
ATR 0-157 0-166 0-009 5.6% 0-000
Volume 906,777 1,228,766 321,989 35.5% 3,473,480
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-252 134-083 132-171
R3 133-307 133-138 132-098
R2 133-042 133-042 132-074
R1 132-193 132-193 132-049 132-145
PP 132-097 132-097 132-097 132-072
S1 131-248 131-248 132-001 131-200
S2 131-152 131-152 131-296
S3 130-207 130-303 131-272
S4 129-262 130-038 131-199
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
5 133-170 132-000 1-170 1.2% 0-173 0.4% 5% False True 897,602
10 133-245 132-000 1-245 1.3% 0-164 0.4% 4% False True 797,389
20 133-270 132-000 1-270 1.4% 0-149 0.4% 4% False True 802,365
40 133-270 131-190 2-080 1.7% 0-176 0.4% 22% False False 799,642
60 134-180 131-030 3-150 2.6% 0-173 0.4% 28% False False 535,545
80 134-180 131-030 3-150 2.6% 0-143 0.3% 28% False False 401,730
100 134-180 131-030 3-150 2.6% 0-117 0.3% 28% False False 321,385
120 134-180 130-000 4-180 3.5% 0-099 0.2% 46% False False 267,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 136-111
2.618 134-319
1.618 134-054
1.000 133-210
0.618 133-109
HIGH 132-265
0.618 132-164
0.500 132-132
0.382 132-101
LOW 132-000
0.618 131-156
1.000 131-055
1.618 130-211
2.618 129-266
4.250 128-154
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 132-132 132-225
PP 132-097 132-158
S1 132-061 132-092

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

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