ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 132-130 132-085 -0-045 -0.1% 133-100
High 132-160 132-095 -0-065 -0.2% 133-130
Low 132-050 131-220 -0-150 -0.4% 131-290
Close 132-120 131-290 -0-150 -0.4% 132-125
Range 0-110 0-195 0-085 77.3% 1-160
ATR 0-160 0-165 0-004 2.7% 0-000
Volume 942,403 1,293,522 351,119 37.3% 4,713,329
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-253 133-147 132-077
R3 133-058 132-272 132-024
R2 132-183 132-183 132-006
R1 132-077 132-077 131-308 132-032
PP 131-308 131-308 131-308 131-286
S1 131-202 131-202 131-272 131-158
S2 131-113 131-113 131-254
S3 130-238 131-007 131-236
S4 130-043 130-132 131-183
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 137-022 136-073 133-069
R3 135-182 134-233 132-257
R2 134-022 134-022 132-213
R1 133-073 133-073 132-169 132-288
PP 132-182 132-182 132-182 132-129
S1 131-233 131-233 132-081 131-128
S2 131-022 131-022 132-037
S3 129-182 130-073 131-313
S4 128-022 128-233 131-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-160 131-220 0-260 0.6% 0-163 0.4% 27% False True 935,447
10 133-170 131-220 1-270 1.4% 0-162 0.4% 12% False True 929,667
20 133-270 131-220 2-050 1.6% 0-151 0.4% 10% False True 847,721
40 133-270 131-220 2-050 1.6% 0-176 0.4% 10% False True 893,066
60 133-280 131-030 2-250 2.1% 0-171 0.4% 29% False False 632,289
80 134-180 131-030 3-150 2.6% 0-152 0.4% 23% False False 474,427
100 134-180 131-030 3-150 2.6% 0-126 0.3% 23% False False 379,543
120 134-180 130-270 3-230 2.8% 0-107 0.3% 29% False False 316,286
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 134-284
2.618 133-286
1.618 133-091
1.000 132-290
0.618 132-216
HIGH 132-095
0.618 132-021
0.500 131-318
0.382 131-294
LOW 131-220
0.618 131-099
1.000 131-025
1.618 130-224
2.618 130-029
4.250 129-031
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 131-318 132-030
PP 131-308 132-010
S1 131-299 131-310

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

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