ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 132-210 133-145 0-255 0.6% 132-215
High 133-225 133-310 0-085 0.2% 133-020
Low 132-205 133-130 0-245 0.6% 132-100
Close 133-185 133-275 0-090 0.2% 132-250
Range 1-020 0-180 -0-160 -47.1% 0-240
ATR 0-179 0-179 0-000 0.1% 0-000
Volume 1,582,319 1,196,307 -386,012 -24.4% 3,514,915
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 135-138 135-067 134-054
R3 134-278 134-207 134-004
R2 134-098 134-098 133-308
R1 134-027 134-027 133-292 134-062
PP 133-238 133-238 133-238 133-256
S1 133-167 133-167 133-258 133-202
S2 133-058 133-058 133-242
S3 132-198 132-307 133-226
S4 132-018 132-127 133-176
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
5 133-310 132-100 1-210 1.2% 0-205 0.5% 93% True False 1,066,955
10 133-310 131-250 2-060 1.6% 0-186 0.4% 95% True False 890,695
20 133-310 131-220 2-090 1.7% 0-174 0.4% 95% True False 910,181
40 133-310 131-220 2-090 1.7% 0-166 0.4% 95% True False 861,833
60 133-310 131-030 2-280 2.1% 0-173 0.4% 96% True False 779,569
80 134-180 131-030 3-150 2.6% 0-169 0.4% 80% False False 585,717
100 134-180 131-030 3-150 2.6% 0-142 0.3% 80% False False 468,612
120 134-180 131-030 3-150 2.6% 0-123 0.3% 80% False False 390,511
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-115
2.618 135-141
1.618 134-281
1.000 134-170
0.618 134-101
HIGH 133-310
0.618 133-241
0.500 133-220
0.382 133-199
LOW 133-130
0.618 133-019
1.000 132-270
1.618 132-159
2.618 131-299
4.250 131-005
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 133-257 133-215
PP 133-238 133-155
S1 133-220 133-095

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

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