ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 133-300 133-290 -0-010 0.0% 132-270
High 134-065 133-310 -0-075 -0.2% 134-065
Low 133-220 133-235 0-015 0.0% 132-200
Close 133-290 133-285 -0-005 0.0% 133-290
Range 0-165 0-075 -0-090 -54.5% 1-185
ATR 0-178 0-170 -0-007 -4.1% 0-000
Volume 1,156,330 213,509 -942,821 -81.5% 5,426,453
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-182 134-148 134-006
R3 134-107 134-073 133-306
R2 134-032 134-032 133-299
R1 133-318 133-318 133-292 133-298
PP 133-277 133-277 133-277 133-266
S1 133-243 133-243 133-278 133-222
S2 133-202 133-202 133-271
S3 133-127 133-168 133-264
S4 133-052 133-093 133-244
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% 0-187 0.4% 80% False False 983,007
10 134-065 132-100 1-285 1.4% 0-173 0.4% 83% False False 880,675
20 134-065 131-220 2-165 1.9% 0-174 0.4% 88% False False 911,409
40 134-065 131-220 2-165 1.9% 0-159 0.4% 88% False False 844,316
60 134-065 131-030 3-035 2.3% 0-173 0.4% 90% False False 801,790
80 134-180 131-030 3-150 2.6% 0-170 0.4% 81% False False 602,834
100 134-180 131-030 3-150 2.6% 0-145 0.3% 81% False False 482,310
120 134-180 131-030 3-150 2.6% 0-125 0.3% 81% False False 401,926
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 134-309
2.618 134-186
1.618 134-111
1.000 134-065
0.618 134-036
HIGH 133-310
0.618 133-281
0.500 133-272
0.382 133-264
LOW 133-235
0.618 133-189
1.000 133-160
1.618 133-114
2.618 133-039
4.250 132-236
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 133-281 133-276
PP 133-277 133-267
S1 133-272 133-258

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

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