ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 132-270 132-215 -0-055 -0.1% 134-040
High 133-000 132-310 -0-010 0.0% 134-100
Low 132-160 132-195 0-035 0.1% 133-035
Close 132-185 132-280 0-095 0.2% 133-125
Range 0-160 0-115 -0-045 -28.1% 1-065
ATR 0-140 0-139 -0-001 -0.8% 0-000
Volume 11,250 5,085 -6,165 -54.8% 78,402
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 133-287 133-238 133-023
R3 133-172 133-123 132-312
R2 133-057 133-057 132-301
R1 133-008 133-008 132-291 133-032
PP 132-262 132-262 132-262 132-274
S1 132-213 132-213 132-269 132-238
S2 132-147 132-147 132-259
S3 132-032 132-098 132-248
S4 131-237 131-303 132-217
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
5 133-230 132-160 1-070 0.9% 0-142 0.3% 31% False False 9,377
10 134-305 132-160 2-145 1.8% 0-144 0.3% 15% False False 16,438
20 134-305 132-160 2-145 1.8% 0-127 0.3% 15% False False 348,966
40 134-305 131-220 3-085 2.5% 0-143 0.3% 36% False False 617,548
60 134-305 131-220 3-085 2.5% 0-145 0.3% 36% False False 687,291
80 134-305 131-220 3-085 2.5% 0-159 0.4% 36% False False 747,357
100 134-305 131-030 3-275 2.9% 0-160 0.4% 46% False False 604,102
120 134-305 131-030 3-275 2.9% 0-147 0.3% 46% False False 503,502
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-159
2.618 133-291
1.618 133-176
1.000 133-105
0.618 133-061
HIGH 132-310
0.618 132-266
0.500 132-252
0.382 132-239
LOW 132-195
0.618 132-124
1.000 132-080
1.618 132-009
2.618 131-214
4.250 131-026
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 132-271 132-298
PP 132-262 132-292
S1 132-252 132-286

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

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