ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 134-040 134-035 -0-005 0.0% 134-015
High 134-100 134-055 -0-045 -0.1% 134-305
Low 134-020 133-265 -0-075 -0.2% 133-245
Close 134-035 133-295 -0-060 -0.1% 134-020
Range 0-080 0-110 0-030 37.5% 1-060
ATR 0-137 0-135 -0-002 -1.4% 0-000
Volume 18,412 18,384 -28 -0.2% 289,491
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-002 134-258 134-036
R3 134-212 134-148 134-005
R2 134-102 134-102 133-315
R1 134-038 134-038 133-305 134-015
PP 133-312 133-312 133-312 133-300
S1 133-248 133-248 133-285 133-225
S2 133-202 133-202 133-275
S3 133-092 133-138 133-265
S4 132-302 133-028 133-234
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
5 134-305 133-265 1-040 0.8% 0-141 0.3% 8% False True 28,234
10 134-305 133-240 1-065 0.9% 0-120 0.3% 14% False False 342,045
20 134-305 133-090 1-215 1.2% 0-122 0.3% 38% False False 606,207
40 134-305 131-220 3-085 2.4% 0-148 0.3% 68% False False 758,808
60 134-305 131-220 3-085 2.4% 0-147 0.3% 68% False False 764,946
80 134-305 131-030 3-275 2.9% 0-160 0.4% 73% False False 752,894
100 134-305 131-030 3-275 2.9% 0-161 0.4% 73% False False 603,508
120 134-305 131-030 3-275 2.9% 0-141 0.3% 73% False False 502,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-202
2.618 135-023
1.618 134-233
1.000 134-165
0.618 134-123
HIGH 134-055
0.618 134-013
0.500 134-000
0.382 133-307
LOW 133-265
0.618 133-197
1.000 133-155
1.618 133-087
2.618 132-297
4.250 132-118
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 134-000 134-125
PP 133-312 134-075
S1 133-303 134-025

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

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