ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 132-265 132-205 -0-060 -0.1% 132-120
High 133-015 133-020 0-005 0.0% 132-195
Low 132-185 132-125 -0-060 -0.1% 131-220
Close 132-215 133-010 0-115 0.3% 132-180
Range 0-150 0-215 0-065 43.3% 0-295
ATR 0-166 0-169 0-004 2.1% 0-000
Volume 291,929 995,044 703,115 240.9% 4,982,695
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-270 134-195 133-128
R3 134-055 133-300 133-069
R2 133-160 133-160 133-049
R1 133-085 133-085 133-030 133-122
PP 132-265 132-265 132-265 132-284
S1 132-190 132-190 132-310 132-228
S2 132-050 132-050 132-291
S3 131-155 131-295 132-271
S4 130-260 131-080 132-212
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
5 133-020 131-220 1-120 1.0% 0-186 0.4% 98% True False 810,107
10 133-020 131-220 1-120 1.0% 0-168 0.4% 98% True False 857,286
20 133-245 131-220 2-025 1.6% 0-166 0.4% 65% False False 827,337
40 133-270 131-220 2-050 1.6% 0-175 0.4% 62% False False 873,588
60 133-270 131-030 2-240 2.1% 0-168 0.4% 70% False False 678,011
80 134-180 131-030 3-150 2.6% 0-159 0.4% 56% False False 508,884
100 134-180 131-030 3-150 2.6% 0-133 0.3% 56% False False 407,113
120 134-180 131-030 3-150 2.6% 0-113 0.3% 56% False False 339,261
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-294
2.618 134-263
1.618 134-048
1.000 133-235
0.618 133-153
HIGH 133-020
0.618 132-258
0.500 132-232
0.382 132-207
LOW 132-125
0.618 131-312
1.000 131-230
1.618 131-097
2.618 130-202
4.250 129-171
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 132-298 132-298
PP 132-265 132-265
S1 132-232 132-232

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

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