ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 132-215 132-265 0-050 0.1% 132-120
High 132-280 133-015 0-055 0.1% 132-195
Low 132-175 132-185 0-010 0.0% 131-220
Close 132-250 132-215 -0-035 -0.1% 132-180
Range 0-105 0-150 0-045 42.9% 0-295
ATR 0-167 0-166 -0-001 -0.7% 0-000
Volume 348,127 291,929 -56,198 -16.1% 4,982,695
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-055 133-285 132-298
R3 133-225 133-135 132-256
R2 133-075 133-075 132-242
R1 132-305 132-305 132-229 132-275
PP 132-245 132-245 132-245 132-230
S1 132-155 132-155 132-201 132-125
S2 132-095 132-095 132-188
S3 131-265 132-005 132-174
S4 131-115 131-175 132-132
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
5 133-015 131-220 1-115 1.0% 0-165 0.4% 72% True False 799,579
10 133-015 131-220 1-115 1.0% 0-172 0.4% 72% True False 880,658
20 133-255 131-220 2-035 1.6% 0-160 0.4% 47% False False 816,086
40 133-270 131-220 2-050 1.6% 0-173 0.4% 46% False False 870,342
60 133-270 131-030 2-240 2.1% 0-168 0.4% 57% False False 661,464
80 134-180 131-030 3-150 2.6% 0-157 0.4% 45% False False 496,446
100 134-180 131-030 3-150 2.6% 0-131 0.3% 45% False False 397,163
120 134-180 131-030 3-150 2.6% 0-112 0.3% 45% False False 330,969
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 False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-012
2.618 134-088
1.618 133-258
1.000 133-165
0.618 133-108
HIGH 133-015
0.618 132-278
0.500 132-260
0.382 132-242
LOW 132-185
0.618 132-092
1.000 132-035
1.618 131-262
2.618 131-112
4.250 130-188
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 132-260 132-188
PP 132-245 132-160
S1 132-230 132-132

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

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