ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 134-035 133-290 -0-065 -0.2% 134-015
High 134-055 134-005 -0-050 -0.1% 134-305
Low 133-265 133-175 -0-090 -0.2% 133-245
Close 133-295 133-195 -0-100 -0.2% 134-020
Range 0-110 0-150 0-040 36.4% 1-060
ATR 0-135 0-136 0-001 0.8% 0-000
Volume 18,384 18,186 -198 -1.1% 289,491
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-042 134-268 133-278
R3 134-212 134-118 133-236
R2 134-062 134-062 133-222
R1 133-288 133-288 133-209 133-260
PP 133-232 133-232 133-232 133-218
S1 133-138 133-138 133-181 133-110
S2 133-082 133-082 133-168
S3 132-252 132-308 133-154
S4 132-102 132-158 133-112
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
5 134-305 133-175 1-130 1.1% 0-146 0.3% 4% False True 23,498
10 134-305 133-175 1-130 1.1% 0-125 0.3% 4% False True 171,744
20 134-305 133-090 1-215 1.3% 0-124 0.3% 20% False False 566,053
40 134-305 131-220 3-085 2.4% 0-148 0.3% 59% False False 736,593
60 134-305 131-220 3-085 2.4% 0-146 0.3% 59% False False 752,517
80 134-305 131-030 3-275 2.9% 0-160 0.4% 65% False False 752,931
100 134-305 131-030 3-275 2.9% 0-162 0.4% 65% False False 603,689
120 134-305 131-030 3-275 2.9% 0-142 0.3% 65% False False 503,111
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 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-002
2.618 135-078
1.618 134-248
1.000 134-155
0.618 134-098
HIGH 134-005
0.618 133-268
0.500 133-250
0.382 133-232
LOW 133-175
0.618 133-082
1.000 133-025
1.618 132-252
2.618 132-102
4.250 131-178
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 133-250 133-298
PP 133-232 133-263
S1 133-213 133-229

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

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