ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 134-040 133-305 -0-055 -0.1% 133-290
High 134-045 134-005 -0-040 -0.1% 134-115
Low 133-250 133-165 -0-085 -0.2% 133-220
Close 133-290 133-195 -0-095 -0.2% 134-060
Range 0-115 0-160 0-045 39.1% 0-215
ATR 0-157 0-157 0-000 0.2% 0-000
Volume 585,943 967,574 381,631 65.1% 3,869,885
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 135-068 134-292 133-283
R3 134-228 134-132 133-239
R2 134-068 134-068 133-224
R1 133-292 133-292 133-210 133-260
PP 133-228 133-228 133-228 133-212
S1 133-132 133-132 133-180 133-100
S2 133-068 133-068 133-166
S3 132-228 132-292 133-151
S4 132-068 132-132 133-107
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 136-030 135-260 134-178
R3 135-135 135-045 134-119
R2 134-240 134-240 134-099
R1 134-150 134-150 134-080 134-195
PP 134-025 134-025 134-025 134-048
S1 133-255 133-255 134-040 133-300
S2 133-130 133-130 134-021
S3 132-235 133-040 134-001
S4 132-020 132-145 133-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-115 133-165 0-270 0.6% 0-131 0.3% 11% False True 877,725
10 134-115 132-205 1-230 1.3% 0-153 0.4% 56% False False 935,835
20 134-115 131-220 2-215 2.0% 0-159 0.4% 72% False False 886,130
40 134-115 131-220 2-215 2.0% 0-154 0.4% 72% False False 856,453
60 134-115 131-220 2-215 2.0% 0-169 0.4% 72% False False 880,154
80 134-115 131-030 3-085 2.4% 0-168 0.4% 77% False False 667,886
100 134-180 131-030 3-150 2.6% 0-151 0.4% 73% False False 534,409
120 134-180 131-030 3-150 2.6% 0-129 0.3% 73% False False 445,341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 136-045
2.618 135-104
1.618 134-264
1.000 134-165
0.618 134-104
HIGH 134-005
0.618 133-264
0.500 133-245
0.382 133-226
LOW 133-165
0.618 133-066
1.000 133-005
1.618 132-226
2.618 132-066
4.250 131-125
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 133-245 133-300
PP 133-228 133-265
S1 133-212 133-230

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

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