ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 133-080 133-070 -0-010 0.0% 134-040
High 133-140 133-115 -0-025 -0.1% 134-100
Low 133-055 132-280 -0-095 -0.2% 133-035
Close 133-125 132-315 -0-130 -0.3% 133-125
Range 0-085 0-155 0-070 82.4% 1-065
ATR 0-137 0-139 0-002 1.5% 0-000
Volume 11,401 7,132 -4,269 -37.4% 78,402
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 134-168 134-077 133-080
R3 134-013 133-242 133-038
R2 133-178 133-178 133-023
R1 133-087 133-087 133-009 133-055
PP 133-023 133-023 133-023 133-008
S1 132-252 132-252 132-301 132-220
S2 132-188 132-188 132-287
S3 132-033 132-097 132-272
S4 131-198 131-262 132-230
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
5 134-055 132-280 1-095 1.0% 0-139 0.3% 8% False True 13,424
10 134-305 132-280 2-025 1.6% 0-138 0.3% 5% False True 26,936
20 134-305 132-280 2-025 1.6% 0-127 0.3% 5% False True 425,825
40 134-305 131-220 3-085 2.5% 0-144 0.3% 40% False False 657,761
60 134-305 131-220 3-085 2.5% 0-145 0.3% 40% False False 710,815
80 134-305 131-220 3-085 2.5% 0-159 0.4% 40% False False 752,069
100 134-305 131-030 3-275 2.9% 0-162 0.4% 49% False False 603,961
120 134-305 131-030 3-275 2.9% 0-146 0.3% 49% False False 503,366
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 0-037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-134
2.618 134-201
1.618 134-046
1.000 133-270
0.618 133-211
HIGH 133-115
0.618 133-056
0.500 133-038
0.382 133-019
LOW 132-280
0.618 132-184
1.000 132-125
1.618 132-029
2.618 131-194
4.250 130-261
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 133-038 133-095
PP 133-023 133-062
S1 133-009 133-028

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

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