ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 133-070 132-270 -0-120 -0.3% 134-040
High 133-115 133-000 -0-115 -0.3% 134-100
Low 132-280 132-160 -0-120 -0.3% 133-035
Close 132-315 132-185 -0-130 -0.3% 133-125
Range 0-155 0-160 0-005 3.2% 1-065
ATR 0-139 0-140 0-002 1.1% 0-000
Volume 7,132 11,250 4,118 57.7% 78,402
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 134-062 133-283 132-273
R3 133-222 133-123 132-229
R2 133-062 133-062 132-214
R1 132-283 132-283 132-200 132-252
PP 132-222 132-222 132-222 132-206
S1 132-123 132-123 132-170 132-092
S2 132-062 132-062 132-156
S3 131-222 131-283 132-141
S4 131-062 131-123 132-097
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
5 134-005 132-160 1-165 1.1% 0-149 0.4% 5% False True 11,997
10 134-305 132-160 2-145 1.9% 0-145 0.3% 3% False True 20,116
20 134-305 132-160 2-145 1.9% 0-129 0.3% 3% False True 397,091
40 134-305 131-220 3-085 2.5% 0-144 0.3% 27% False False 638,780
60 134-305 131-220 3-085 2.5% 0-146 0.3% 27% False False 702,150
80 134-305 131-220 3-085 2.5% 0-159 0.4% 27% False False 750,982
100 134-305 131-030 3-275 2.9% 0-160 0.4% 38% False False 604,065
120 134-305 131-030 3-275 2.9% 0-147 0.3% 38% False False 503,459
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 0-038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-040
2.618 134-099
1.618 133-259
1.000 133-160
0.618 133-099
HIGH 133-000
0.618 132-259
0.500 132-240
0.382 132-221
LOW 132-160
0.618 132-061
1.000 132-000
1.618 131-221
2.618 131-061
4.250 130-120
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 132-240 132-310
PP 132-222 132-268
S1 132-203 132-227

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

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