ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 133-145 133-300 0-155 0.4% 132-270
High 133-310 134-065 0-075 0.2% 134-065
Low 133-130 133-220 0-090 0.2% 132-200
Close 133-275 133-290 0-015 0.0% 133-290
Range 0-180 0-165 -0-015 -8.3% 1-185
ATR 0-179 0-178 -0-001 -0.5% 0-000
Volume 1,196,307 1,156,330 -39,977 -3.3% 5,426,453
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 135-153 135-067 134-061
R3 134-308 134-222 134-015
R2 134-143 134-143 134-000
R1 134-057 134-057 133-305 134-018
PP 133-298 133-298 133-298 133-279
S1 133-212 133-212 133-275 133-172
S2 133-133 133-133 133-260
S3 132-288 133-047 133-245
S4 132-123 132-202 133-199
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 138-100 137-220 134-248
R3 136-235 136-035 134-109
R2 135-050 135-050 134-063
R1 134-170 134-170 134-016 134-270
PP 133-185 133-185 133-185 133-235
S1 132-305 132-305 133-244 133-085
S2 132-000 132-000 133-197
S3 130-135 131-120 133-151
S4 128-270 129-255 133-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-065 132-200 1-185 1.2% 0-201 0.5% 81% True False 1,085,290
10 134-065 132-100 1-285 1.4% 0-176 0.4% 84% True False 894,136
20 134-065 131-220 2-165 1.9% 0-176 0.4% 88% True False 931,869
40 134-065 131-220 2-165 1.9% 0-161 0.4% 88% True False 857,523
60 134-065 131-030 3-035 2.3% 0-174 0.4% 90% True False 798,487
80 134-180 131-030 3-150 2.6% 0-170 0.4% 81% False False 600,170
100 134-180 131-030 3-150 2.6% 0-144 0.3% 81% False False 480,175
120 134-180 131-030 3-150 2.6% 0-124 0.3% 81% False False 400,147
Crabel Price Patterns
NR True
NR4 True
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 0-038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136-126
2.618 135-177
1.618 135-012
1.000 134-230
0.618 134-167
HIGH 134-065
0.618 134-002
0.500 133-302
0.382 133-283
LOW 133-220
0.618 133-118
1.000 133-055
1.618 132-273
2.618 132-108
4.250 131-159
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 133-302 133-238
PP 133-298 133-187
S1 133-294 133-135

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

View Archives - Comment on this page... - Back to Index of Symbols