ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 133-280 134-010 0-050 0.1% 133-100
High 134-030 134-060 0-030 0.1% 134-060
Low 133-250 133-290 0-040 0.1% 133-090
Close 134-005 134-040 0-035 0.1% 134-040
Range 0-100 0-090 -0-010 -10.0% 0-290
ATR 0-142 0-138 -0-004 -2.6% 0-000
Volume 1,124,410 248,557 -875,853 -77.9% 5,357,505
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-293 134-257 134-090
R3 134-203 134-167 134-065
R2 134-113 134-113 134-056
R1 134-077 134-077 134-048 134-095
PP 134-023 134-023 134-023 134-032
S1 133-307 133-307 134-032 134-005
S2 133-253 133-253 134-024
S3 133-163 133-217 134-015
S4 133-073 133-127 133-310
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 136-187 136-083 134-200
R3 135-217 135-113 134-120
R2 134-247 134-247 134-093
R1 134-143 134-143 134-067 134-195
PP 133-277 133-277 133-277 133-302
S1 133-173 133-173 134-013 133-225
S2 132-307 132-307 133-307
S3 132-017 132-203 133-280
S4 131-047 131-233 133-200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-060 133-090 0-290 0.7% 0-111 0.3% 93% True False 1,071,501
10 134-115 133-090 1-025 0.8% 0-118 0.3% 78% False False 908,986
20 134-115 132-100 2-015 1.5% 0-140 0.3% 89% False False 925,124
40 134-115 131-220 2-215 2.0% 0-152 0.4% 91% False False 878,099
60 134-115 131-220 2-215 2.0% 0-161 0.4% 91% False False 885,800
80 134-115 131-030 3-085 2.4% 0-161 0.4% 93% False False 749,821
100 134-180 131-030 3-150 2.6% 0-155 0.4% 87% False False 600,268
120 134-180 131-030 3-150 2.6% 0-135 0.3% 87% False False 500,241
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135-122
2.618 134-296
1.618 134-206
1.000 134-150
0.618 134-116
HIGH 134-060
0.618 134-026
0.500 134-015
0.382 134-004
LOW 133-290
0.618 133-234
1.000 133-200
1.618 133-144
2.618 133-054
4.250 132-228
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 134-032 134-023
PP 134-023 134-007
S1 134-015 133-310

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

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