ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 133-290 133-310 0-020 0.0% 132-270
High 134-055 134-035 -0-020 0.0% 134-065
Low 133-260 133-220 -0-040 -0.1% 132-200
Close 134-015 134-015 0-000 0.0% 133-290
Range 0-115 0-135 0-020 17.4% 1-185
ATR 0-166 0-164 -0-002 -1.4% 0-000
Volume 821,265 970,543 149,278 18.2% 5,426,453
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 135-068 135-017 134-089
R3 134-253 134-202 134-052
R2 134-118 134-118 134-040
R1 134-067 134-067 134-027 134-092
PP 133-303 133-303 133-303 133-316
S1 133-252 133-252 134-003 133-278
S2 133-168 133-168 133-310
S3 133-033 133-117 133-298
S4 132-218 132-302 133-261
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
5 134-065 133-130 0-255 0.6% 0-134 0.3% 80% False False 871,590
10 134-065 132-100 1-285 1.4% 0-162 0.4% 92% False False 931,158
20 134-065 131-220 2-165 1.9% 0-164 0.4% 94% False False 894,222
40 134-065 131-220 2-165 1.9% 0-157 0.4% 94% False False 848,293
60 134-065 131-190 2-195 1.9% 0-172 0.4% 94% False False 831,169
80 134-180 131-030 3-150 2.6% 0-171 0.4% 85% False False 625,214
100 134-180 131-030 3-150 2.6% 0-147 0.3% 85% False False 500,228
120 134-180 131-030 3-150 2.6% 0-125 0.3% 85% False False 416,857
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-289
2.618 135-068
1.618 134-253
1.000 134-170
0.618 134-118
HIGH 134-035
0.618 133-303
0.500 133-288
0.382 133-272
LOW 133-220
0.618 133-137
1.000 133-085
1.618 133-002
2.618 132-187
4.250 131-286
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 133-319 134-002
PP 133-303 133-310
S1 133-288 133-298

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

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