ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 133-180 133-105 -0-075 -0.2% 134-040
High 133-230 133-175 -0-055 -0.1% 134-045
Low 133-100 133-090 -0-010 0.0% 133-090
Close 133-125 133-105 -0-020 0.0% 133-105
Range 0-130 0-085 -0-045 -34.6% 0-275
ATR 0-155 0-150 -0-005 -3.2% 0-000
Volume 825,576 404,891 -420,685 -51.0% 2,783,984
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-058 134-007 133-152
R3 133-293 133-242 133-128
R2 133-208 133-208 133-121
R1 133-157 133-157 133-113 133-148
PP 133-123 133-123 133-123 133-119
S1 133-072 133-072 133-097 133-062
S2 133-038 133-038 133-089
S3 132-273 132-307 133-082
S4 132-188 132-222 133-058
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 136-052 135-193 133-256
R3 135-097 134-238 133-181
R2 134-142 134-142 133-155
R1 133-283 133-283 133-130 133-235
PP 133-187 133-187 133-187 133-162
S1 133-008 133-008 133-080 132-280
S2 132-232 132-232 133-055
S3 131-277 132-053 133-029
S4 131-002 131-098 132-274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-115 133-090 1-025 0.8% 0-125 0.3% 4% False True 746,472
10 134-115 133-090 1-025 0.8% 0-122 0.3% 4% False True 781,019
20 134-115 131-250 2-185 1.9% 0-154 0.4% 60% False False 835,857
40 134-115 131-220 2-215 2.0% 0-153 0.4% 61% False False 841,789
60 134-115 131-220 2-215 2.0% 0-169 0.4% 61% False False 873,997
80 134-115 131-030 3-085 2.4% 0-167 0.4% 68% False False 683,181
100 134-180 131-030 3-150 2.6% 0-152 0.4% 64% False False 546,713
120 134-180 131-030 3-150 2.6% 0-131 0.3% 64% False False 455,595
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 134-216
2.618 134-078
1.618 133-313
1.000 133-260
0.618 133-228
HIGH 133-175
0.618 133-143
0.500 133-132
0.382 133-122
LOW 133-090
0.618 133-037
1.000 133-005
1.618 132-272
2.618 132-187
4.250 132-049
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 133-132 133-208
PP 133-123 133-173
S1 133-114 133-139

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

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