ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 133-100 133-170 0-070 0.2% 134-040
High 133-235 133-250 0-015 0.0% 134-045
Low 133-090 133-130 0-040 0.1% 133-090
Close 133-175 133-230 0-055 0.1% 133-105
Range 0-145 0-120 -0-025 -17.2% 0-275
ATR 0-150 0-147 -0-002 -1.4% 0-000
Volume 990,568 1,272,769 282,201 28.5% 2,783,984
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-243 134-197 133-296
R3 134-123 134-077 133-263
R2 134-003 134-003 133-252
R1 133-277 133-277 133-241 133-300
PP 133-203 133-203 133-203 133-215
S1 133-157 133-157 133-219 133-180
S2 133-083 133-083 133-208
S3 132-283 133-037 133-197
S4 132-163 132-237 133-164
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
5 134-005 133-090 0-235 0.5% 0-128 0.3% 60% False False 892,275
10 134-115 133-090 1-025 0.8% 0-125 0.3% 41% False False 870,369
20 134-115 132-100 2-015 1.5% 0-149 0.3% 69% False False 875,522
40 134-115 131-220 2-215 2.0% 0-153 0.4% 76% False False 854,651
60 134-115 131-220 2-215 2.0% 0-165 0.4% 76% False False 886,518
80 134-115 131-030 3-085 2.4% 0-163 0.4% 80% False False 711,364
100 134-180 131-030 3-150 2.6% 0-154 0.4% 76% False False 569,347
120 134-180 131-030 3-150 2.6% 0-133 0.3% 76% False False 474,456
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-120
2.618 134-244
1.618 134-124
1.000 134-050
0.618 134-004
HIGH 133-250
0.618 133-204
0.500 133-190
0.382 133-176
LOW 133-130
0.618 133-056
1.000 133-010
1.618 132-256
2.618 132-136
4.250 131-260
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 133-217 133-210
PP 133-203 133-190
S1 133-190 133-170

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

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