ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 133-200 133-080 -0-120 -0.3% 134-040
High 133-230 133-140 -0-090 -0.2% 134-100
Low 133-035 133-055 0-020 0.0% 133-035
Close 133-095 133-125 0-030 0.1% 133-125
Range 0-195 0-085 -0-110 -56.4% 1-065
ATR 0-140 0-137 -0-004 -2.8% 0-000
Volume 12,019 11,401 -618 -5.1% 78,402
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 134-042 134-008 133-172
R3 133-277 133-243 133-148
R2 133-192 133-192 133-141
R1 133-158 133-158 133-133 133-175
PP 133-107 133-107 133-107 133-115
S1 133-073 133-073 133-117 133-090
S2 133-022 133-022 133-109
S3 132-257 132-308 133-102
S4 132-172 132-223 133-078
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 137-068 136-162 134-017
R3 136-003 135-097 133-231
R2 134-258 134-258 133-196
R1 134-032 134-032 133-160 133-272
PP 133-193 133-193 133-193 133-154
S1 132-287 132-287 133-090 132-208
S2 132-128 132-128 133-054
S3 131-063 131-222 133-019
S4 129-318 130-157 132-233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-100 133-035 1-065 0.9% 0-124 0.3% 23% False False 15,680
10 134-305 133-035 1-270 1.4% 0-134 0.3% 15% False False 36,789
20 134-305 133-035 1-270 1.4% 0-126 0.3% 15% False False 472,888
40 134-305 131-220 3-085 2.4% 0-145 0.3% 52% False False 677,994
60 134-305 131-220 3-085 2.4% 0-145 0.3% 52% False False 723,037
80 134-305 131-220 3-085 2.4% 0-159 0.4% 52% False False 752,543
100 134-305 131-030 3-275 2.9% 0-162 0.4% 60% False False 603,895
120 134-305 131-030 3-275 2.9% 0-145 0.3% 60% False False 503,306
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-181
2.618 134-043
1.618 133-278
1.000 133-225
0.618 133-193
HIGH 133-140
0.618 133-108
0.500 133-098
0.382 133-087
LOW 133-055
0.618 133-002
1.000 132-290
1.618 132-237
2.618 132-152
4.250 132-014
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 133-116 133-180
PP 133-107 133-162
S1 133-098 133-143

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

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