ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 134-090 134-110 0-020 0.0% 134-015
High 134-160 134-305 0-145 0.3% 134-305
Low 134-080 133-315 -0-085 -0.2% 133-245
Close 134-115 134-020 -0-095 -0.2% 134-020
Range 0-080 0-310 0-230 287.5% 1-060
ATR 0-129 0-142 0-013 10.1% 0-000
Volume 26,324 36,187 9,863 37.5% 289,491
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 137-077 136-198 134-190
R3 136-087 135-208 134-105
R2 135-097 135-097 134-077
R1 134-218 134-218 134-048 134-162
PP 134-107 134-107 134-107 134-079
S1 133-228 133-228 133-312 133-172
S2 133-117 133-117 133-283
S3 132-127 132-238 133-255
S4 131-137 131-248 133-170
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 137-263 137-042 134-229
R3 136-203 135-302 134-124
R2 135-143 135-143 134-090
R1 134-242 134-242 134-055 135-032
PP 134-083 134-083 134-083 134-139
S1 133-182 133-182 133-305 133-292
S2 133-023 133-023 133-270
S3 131-283 132-122 133-236
S4 130-223 131-062 133-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-305 133-245 1-060 0.9% 0-144 0.3% 25% True False 57,898
10 134-305 133-090 1-215 1.2% 0-128 0.3% 47% True False 564,699
20 134-305 133-090 1-215 1.2% 0-125 0.3% 47% True False 672,859
40 134-305 131-220 3-085 2.4% 0-150 0.3% 73% True False 791,520
60 134-305 131-220 3-085 2.4% 0-153 0.4% 73% True False 798,842
80 134-305 131-030 3-275 2.9% 0-161 0.4% 77% True False 752,892
100 134-305 131-030 3-275 2.9% 0-160 0.4% 77% True False 603,146
120 134-305 131-030 3-275 2.9% 0-140 0.3% 77% True False 502,653
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 139-022
2.618 137-157
1.618 136-167
1.000 135-295
0.618 135-177
HIGH 134-305
0.618 134-187
0.500 134-150
0.382 134-113
LOW 133-315
0.618 133-123
1.000 133-005
1.618 132-133
2.618 131-143
4.250 129-278
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 134-150 134-150
PP 134-107 134-107
S1 134-063 134-063

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

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