ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 133-245 133-280 0-035 0.1% 134-040
High 134-020 134-030 0-010 0.0% 134-045
Low 133-240 133-250 0-010 0.0% 133-090
Close 133-315 134-005 0-010 0.0% 133-105
Range 0-100 0-100 0-000 0.0% 0-275
ATR 0-145 0-142 -0-003 -2.2% 0-000
Volume 1,721,201 1,124,410 -596,791 -34.7% 2,783,984
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-288 134-247 134-060
R3 134-188 134-147 134-032
R2 134-088 134-088 134-023
R1 134-047 134-047 134-014 134-068
PP 133-308 133-308 133-308 133-319
S1 133-267 133-267 133-316 133-288
S2 133-208 133-208 133-307
S3 133-108 133-167 133-298
S4 133-008 133-067 133-270
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
5 134-030 133-090 0-260 0.6% 0-110 0.3% 90% True False 1,102,767
10 134-115 133-090 1-025 0.8% 0-120 0.3% 68% False False 975,750
20 134-115 132-100 2-015 1.5% 0-141 0.3% 83% False False 953,454
40 134-115 131-220 2-215 2.0% 0-153 0.4% 87% False False 890,395
60 134-115 131-220 2-215 2.0% 0-164 0.4% 87% False False 900,210
80 134-115 131-030 3-085 2.4% 0-161 0.4% 89% False False 746,872
100 134-180 131-030 3-150 2.6% 0-155 0.4% 84% False False 597,798
120 134-180 131-030 3-150 2.6% 0-135 0.3% 84% False False 498,170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0-026
Fibonacci Retracements and Extensions
4.250 135-135
2.618 134-292
1.618 134-192
1.000 134-130
0.618 134-092
HIGH 134-030
0.618 133-312
0.500 133-300
0.382 133-288
LOW 133-250
0.618 133-188
1.000 133-150
1.618 133-088
2.618 132-308
4.250 132-145
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 133-317 133-297
PP 133-308 133-268
S1 133-300 133-240

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

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