ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 133-105 133-100 -0-005 0.0% 134-040
High 133-175 133-235 0-060 0.1% 134-045
Low 133-090 133-090 0-000 0.0% 133-090
Close 133-105 133-175 0-070 0.2% 133-105
Range 0-085 0-145 0-060 70.6% 0-275
ATR 0-150 0-150 0-000 -0.2% 0-000
Volume 404,891 990,568 585,677 144.7% 2,783,984
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-282 134-213 133-255
R3 134-137 134-068 133-215
R2 133-312 133-312 133-202
R1 133-243 133-243 133-188 133-278
PP 133-167 133-167 133-167 133-184
S1 133-098 133-098 133-162 133-132
S2 133-022 133-022 133-148
S3 132-197 132-273 133-135
S4 132-052 132-128 133-095
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
5 134-045 133-090 0-275 0.6% 0-127 0.3% 31% False True 754,910
10 134-115 133-090 1-025 0.8% 0-120 0.3% 25% False True 764,443
20 134-115 132-100 2-015 1.5% 0-148 0.3% 60% False False 829,290
40 134-115 131-220 2-215 2.0% 0-152 0.4% 70% False False 841,969
60 134-115 131-220 2-215 2.0% 0-168 0.4% 70% False False 882,198
80 134-115 131-030 3-085 2.4% 0-165 0.4% 75% False False 695,516
100 134-180 131-030 3-150 2.6% 0-153 0.4% 71% False False 556,619
120 134-180 131-030 3-150 2.6% 0-132 0.3% 71% False False 463,850
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
4.250 135-211
2.618 134-295
1.618 134-150
1.000 134-060
0.618 134-005
HIGH 133-235
0.618 133-180
0.500 133-162
0.382 133-145
LOW 133-090
0.618 133-000
1.000 132-265
1.618 132-175
2.618 132-030
4.250 131-114
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 133-171 133-171
PP 133-167 133-167
S1 133-162 133-162

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

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