ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 133-290 133-200 -0-090 -0.2% 134-015
High 134-005 133-230 -0-095 -0.2% 134-305
Low 133-175 133-035 -0-140 -0.3% 133-245
Close 133-195 133-095 -0-100 -0.2% 134-020
Range 0-150 0-195 0-045 30.0% 1-060
ATR 0-136 0-140 0-004 3.1% 0-000
Volume 18,186 12,019 -6,167 -33.9% 289,491
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-065 134-275 133-202
R3 134-190 134-080 133-149
R2 133-315 133-315 133-131
R1 133-205 133-205 133-113 133-162
PP 133-120 133-120 133-120 133-099
S1 133-010 133-010 133-077 132-288
S2 132-245 132-245 133-059
S3 132-050 132-135 133-041
S4 131-175 131-260 132-308
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
5 134-305 133-035 1-270 1.4% 0-169 0.4% 10% False True 20,637
10 134-305 133-035 1-270 1.4% 0-134 0.3% 10% False True 60,504
20 134-305 133-035 1-270 1.4% 0-127 0.3% 10% False True 518,127
40 134-305 131-220 3-085 2.4% 0-146 0.3% 49% False False 706,174
60 134-305 131-220 3-085 2.4% 0-147 0.3% 49% False False 738,238
80 134-305 131-190 3-115 2.5% 0-161 0.4% 51% False False 752,908
100 134-305 131-030 3-275 2.9% 0-162 0.4% 57% False False 603,797
120 134-305 131-030 3-275 2.9% 0-144 0.3% 57% False False 503,211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 136-099
2.618 135-101
1.618 134-226
1.000 134-105
0.618 134-031
HIGH 133-230
0.618 133-156
0.500 133-132
0.382 133-109
LOW 133-035
0.618 132-234
1.000 132-160
1.618 132-039
2.618 131-164
4.250 130-166
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 133-132 133-205
PP 133-120 133-168
S1 133-108 133-132

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

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