ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 134-030 134-090 0-060 0.1% 133-100
High 134-125 134-160 0-035 0.1% 134-060
Low 134-000 134-080 0-080 0.2% 133-090
Close 134-090 134-115 0-025 0.1% 134-040
Range 0-125 0-080 -0-045 -36.0% 0-290
ATR 0-132 0-129 -0-004 -2.8% 0-000
Volume 41,867 26,324 -15,543 -37.1% 5,357,505
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-038 134-317 134-159
R3 134-278 134-237 134-137
R2 134-198 134-198 134-130
R1 134-157 134-157 134-122 134-178
PP 134-118 134-118 134-118 134-129
S1 134-077 134-077 134-108 134-098
S2 134-038 134-038 134-100
S3 133-278 133-317 134-093
S4 133-198 133-237 134-071
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
5 134-160 133-245 0-235 0.5% 0-100 0.2% 81% True False 100,372
10 134-160 133-090 1-070 0.9% 0-105 0.2% 88% True False 601,570
20 134-160 133-090 1-070 0.9% 0-118 0.3% 88% True False 730,865
40 134-160 131-220 2-260 2.1% 0-146 0.3% 95% True False 815,795
60 134-160 131-220 2-260 2.1% 0-154 0.4% 95% True False 826,928
80 134-160 131-030 3-130 2.5% 0-160 0.4% 96% True False 752,635
100 134-180 131-030 3-150 2.6% 0-157 0.4% 94% False False 602,788
120 134-180 131-030 3-150 2.6% 0-138 0.3% 94% False False 502,352
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-024
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 135-180
2.618 135-049
1.618 134-289
1.000 134-240
0.618 134-209
HIGH 134-160
0.618 134-129
0.500 134-120
0.382 134-111
LOW 134-080
0.618 134-031
1.000 134-000
1.618 133-271
2.618 133-191
4.250 133-060
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 134-120 134-097
PP 134-118 134-078
S1 134-117 134-060

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

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