ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 134-015 134-010 -0-005 0.0% 133-100
High 134-040 134-050 0-010 0.0% 134-060
Low 133-245 133-280 0-035 0.1% 133-090
Close 133-310 134-025 0-035 0.1% 134-040
Range 0-115 0-090 -0-025 -21.7% 0-290
ATR 0-136 0-133 -0-003 -2.4% 0-000
Volume 105,659 79,454 -26,205 -24.8% 5,357,505
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 134-282 134-243 134-074
R3 134-192 134-153 134-050
R2 134-102 134-102 134-042
R1 134-063 134-063 134-033 134-082
PP 134-012 134-012 134-012 134-021
S1 133-293 133-293 134-017 133-312
S2 133-242 133-242 134-008
S3 133-152 133-203 134-000
S4 133-062 133-113 133-296
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
5 134-060 133-240 0-140 0.3% 0-099 0.2% 75% False False 655,856
10 134-060 133-090 0-290 0.7% 0-114 0.3% 88% False False 774,065
20 134-115 132-200 1-235 1.3% 0-134 0.3% 84% False False 844,900
40 134-115 131-220 2-215 2.0% 0-149 0.3% 89% False False 853,539
60 134-115 131-220 2-215 2.0% 0-156 0.4% 89% False False 852,127
80 134-115 131-030 3-085 2.4% 0-160 0.4% 91% False False 751,917
100 134-180 131-030 3-150 2.6% 0-157 0.4% 86% False False 602,116
120 134-180 131-030 3-150 2.6% 0-137 0.3% 86% False False 501,784
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-112
2.618 134-286
1.618 134-196
1.000 134-140
0.618 134-106
HIGH 134-050
0.618 134-016
0.500 134-005
0.382 133-314
LOW 133-280
0.618 133-224
1.000 133-190
1.618 133-134
2.618 133-044
4.250 132-218
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 134-018 134-014
PP 134-012 134-003
S1 134-005 133-312

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

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