ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 132-085 131-280 -0-125 -0.3% 132-120
High 132-095 132-195 0-100 0.2% 132-195
Low 131-220 131-250 0-030 0.1% 131-220
Close 131-290 132-180 0-210 0.5% 132-180
Range 0-195 0-265 0-070 35.9% 0-295
ATR 0-165 0-172 0-007 4.4% 0-000
Volume 1,293,522 1,121,916 -171,606 -13.3% 4,982,695
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-257 134-163 133-006
R3 133-312 133-218 132-253
R2 133-047 133-047 132-229
R1 132-273 132-273 132-204 133-000
PP 132-102 132-102 132-102 132-125
S1 132-008 132-008 132-156 132-055
S2 131-157 131-157 132-131
S3 130-212 131-063 132-107
S4 129-267 130-118 132-034
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 135-017 134-233 133-022
R3 134-042 133-258 132-261
R2 133-067 133-067 132-234
R1 132-283 132-283 132-207 133-015
PP 132-092 132-092 132-092 132-118
S1 131-308 131-308 132-153 132-040
S2 131-117 131-117 132-126
S3 130-142 131-013 132-099
S4 129-167 130-038 132-018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-195 131-220 0-295 0.7% 0-180 0.4% 95% True False 996,539
10 133-130 131-220 1-230 1.3% 0-175 0.4% 51% False False 969,602
20 133-255 131-220 2-035 1.6% 0-156 0.4% 41% False False 854,649
40 133-270 131-220 2-050 1.6% 0-178 0.4% 41% False False 908,652
60 133-270 131-030 2-240 2.1% 0-171 0.4% 53% False False 650,924
80 134-180 131-030 3-150 2.6% 0-154 0.4% 42% False False 488,451
100 134-180 131-030 3-150 2.6% 0-129 0.3% 42% False False 390,762
120 134-180 130-270 3-230 2.8% 0-109 0.3% 46% False False 325,635
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 0-018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 136-041
2.618 134-249
1.618 133-304
1.000 133-140
0.618 133-039
HIGH 132-195
0.618 132-094
0.500 132-062
0.382 132-031
LOW 131-250
0.618 131-086
1.000 130-305
1.618 130-141
2.618 129-196
4.250 128-084
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 132-141 132-136
PP 132-102 132-092
S1 132-062 132-048

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

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