ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 132-270 133-040 0-090 0.2% 132-215
High 133-075 133-055 -0-020 0.0% 133-020
Low 132-250 132-200 -0-050 -0.1% 132-100
Close 133-045 132-225 -0-140 -0.3% 132-250
Range 0-145 0-175 0-030 20.7% 0-240
ATR 0-166 0-166 0-001 0.4% 0-000
Volume 724,924 766,573 41,649 5.7% 3,514,915
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-152 134-043 133-001
R3 133-297 133-188 132-273
R2 133-122 133-122 132-257
R1 133-013 133-013 132-241 132-300
PP 132-267 132-267 132-267 132-250
S1 132-158 132-158 132-209 132-125
S2 132-092 132-092 132-193
S3 131-237 131-303 132-177
S4 131-062 131-128 132-129
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-310 134-200 133-062
R3 134-070 133-280 132-316
R2 133-150 133-150 132-294
R1 133-040 133-040 132-272 133-095
PP 132-230 132-230 132-230 132-258
S1 132-120 132-120 132-228 132-175
S2 131-310 131-310 132-206
S3 131-070 131-200 132-184
S4 130-150 130-280 132-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-075 132-100 0-295 0.7% 0-164 0.4% 42% False False 873,271
10 133-075 131-220 1-175 1.2% 0-164 0.4% 66% False False 836,425
20 133-170 131-220 1-270 1.4% 0-166 0.4% 55% False False 863,567
40 133-270 131-220 2-050 1.6% 0-167 0.4% 47% False False 858,986
60 133-270 131-030 2-240 2.1% 0-170 0.4% 59% False False 733,583
80 134-180 131-030 3-150 2.6% 0-163 0.4% 46% False False 551,001
100 134-180 131-030 3-150 2.6% 0-138 0.3% 46% False False 440,826
120 134-180 131-030 3-150 2.6% 0-118 0.3% 46% False False 367,355
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 0-035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-159
2.618 134-193
1.618 134-018
1.000 133-230
0.618 133-163
HIGH 133-055
0.618 132-308
0.500 132-288
0.382 132-267
LOW 132-200
0.618 132-092
1.000 132-025
1.618 131-237
2.618 131-062
4.250 130-096
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 132-288 132-248
PP 132-267 132-240
S1 132-246 132-232

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

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