ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 133-290 133-290 0-000 0.0% 132-270
High 133-310 134-055 0-065 0.2% 134-065
Low 133-235 133-260 0-025 0.1% 132-200
Close 133-285 134-015 0-050 0.1% 133-290
Range 0-075 0-115 0-040 53.3% 1-185
ATR 0-170 0-166 -0-004 -2.3% 0-000
Volume 213,509 821,265 607,756 284.7% 5,426,453
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 135-028 134-297 134-078
R3 134-233 134-182 134-047
R2 134-118 134-118 134-036
R1 134-067 134-067 134-026 134-092
PP 134-003 134-003 134-003 134-016
S1 133-272 133-272 134-004 133-298
S2 133-208 133-208 133-314
S3 133-093 133-157 133-303
S4 132-298 133-042 133-272
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
5 134-065 132-205 1-180 1.2% 0-175 0.4% 90% False False 993,946
10 134-065 132-100 1-285 1.4% 0-170 0.4% 92% False False 933,608
20 134-065 131-220 2-165 1.9% 0-171 0.4% 94% False False 907,133
40 134-065 131-220 2-165 1.9% 0-157 0.4% 94% False False 845,749
60 134-065 131-030 3-035 2.3% 0-172 0.4% 95% False False 815,223
80 134-180 131-030 3-150 2.6% 0-171 0.4% 85% False False 613,098
100 134-180 131-030 3-150 2.6% 0-146 0.3% 85% False False 490,523
120 134-180 131-030 3-150 2.6% 0-123 0.3% 85% False False 408,770
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-224
2.618 135-036
1.618 134-241
1.000 134-170
0.618 134-126
HIGH 134-055
0.618 134-011
0.500 133-318
0.382 133-304
LOW 133-260
0.618 133-189
1.000 133-145
1.618 133-074
2.618 132-279
4.250 132-091
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 134-009 134-004
PP 134-003 133-313
S1 133-318 133-302

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

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