ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 133-040 132-210 -0-150 -0.4% 132-215
High 133-055 133-225 0-170 0.4% 133-020
Low 132-200 132-205 0-005 0.0% 132-100
Close 132-225 133-185 0-280 0.7% 132-250
Range 0-175 1-020 0-165 94.3% 0-240
ATR 0-166 0-179 0-012 7.5% 0-000
Volume 766,573 1,582,319 815,746 106.4% 3,514,915
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 136-158 136-032 134-052
R3 135-138 135-012 133-278
R2 134-118 134-118 133-247
R1 133-312 133-312 133-216 134-055
PP 133-098 133-098 133-098 133-130
S1 132-292 132-292 133-154 133-035
S2 132-078 132-078 133-123
S3 131-058 131-272 133-092
S4 130-038 130-252 132-318
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
5 133-225 132-100 1-125 1.0% 0-189 0.4% 91% True False 990,726
10 133-225 131-220 2-005 1.5% 0-188 0.4% 94% True False 900,416
20 133-225 131-220 2-005 1.5% 0-174 0.4% 94% True False 900,725
40 133-270 131-220 2-050 1.6% 0-171 0.4% 88% False False 874,959
60 133-270 131-030 2-240 2.1% 0-173 0.4% 90% False False 759,892
80 134-180 131-030 3-150 2.6% 0-167 0.4% 72% False False 570,769
100 134-180 131-030 3-150 2.6% 0-142 0.3% 72% False False 456,649
120 134-180 131-030 3-150 2.6% 0-121 0.3% 72% False False 380,541
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 0-032
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 138-070
2.618 136-155
1.618 135-135
1.000 134-245
0.618 134-115
HIGH 133-225
0.618 133-095
0.500 133-055
0.382 133-015
LOW 132-205
0.618 131-315
1.000 131-185
1.618 130-295
2.618 129-275
4.250 128-040
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 133-142 133-141
PP 133-098 133-097
S1 133-055 133-052

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

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