ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 134-110 134-040 -0-070 -0.2% 134-015
High 134-305 134-100 -0-205 -0.5% 134-305
Low 133-315 134-020 0-025 0.1% 133-245
Close 134-020 134-035 0-015 0.0% 134-020
Range 0-310 0-080 -0-230 -74.2% 1-060
ATR 0-142 0-137 -0-004 -3.1% 0-000
Volume 36,187 18,412 -17,775 -49.1% 289,491
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 134-292 134-243 134-079
R3 134-212 134-163 134-057
R2 134-132 134-132 134-050
R1 134-083 134-083 134-042 134-068
PP 134-052 134-052 134-052 134-044
S1 134-003 134-003 134-028 133-308
S2 133-292 133-292 134-020
S3 133-212 133-243 134-013
S4 133-132 133-163 133-311
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
5 134-305 133-280 1-025 0.8% 0-137 0.3% 22% False False 40,448
10 134-305 133-130 1-175 1.2% 0-121 0.3% 45% False False 467,484
20 134-305 133-090 1-215 1.2% 0-121 0.3% 50% False False 615,963
40 134-305 131-220 3-085 2.4% 0-148 0.3% 74% False False 773,916
60 134-305 131-220 3-085 2.4% 0-148 0.3% 74% False False 777,003
80 134-305 131-030 3-275 2.9% 0-160 0.4% 78% False False 752,856
100 134-305 131-030 3-275 2.9% 0-160 0.4% 78% False False 603,328
120 134-305 131-030 3-275 2.9% 0-140 0.3% 78% False False 502,806
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-120
2.618 134-309
1.618 134-229
1.000 134-180
0.618 134-149
HIGH 134-100
0.618 134-069
0.500 134-060
0.382 134-051
LOW 134-020
0.618 133-291
1.000 133-260
1.618 133-211
2.618 133-131
4.250 133-000
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 134-060 134-150
PP 134-052 134-112
S1 134-043 134-073

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

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