ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 132-260 132-240 -0-020 0.0% 132-100
High 132-290 133-000 0-030 0.1% 133-000
Low 132-230 132-240 0-010 0.0% 132-100
Close 132-290 133-000 0-030 0.1% 132-290
Range 0-060 0-080 0-020 33.3% 0-220
ATR
Volume 2 73 71 3,550.0% 212
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-213 133-187 133-044
R3 133-133 133-107 133-022
R2 133-053 133-053 133-015
R1 133-027 133-027 133-007 133-040
PP 132-293 132-293 132-293 132-300
S1 132-267 132-267 132-313 132-280
S2 132-213 132-213 132-305
S3 132-133 132-187 132-298
S4 132-053 132-107 132-276
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 134-257 134-173 133-091
R3 134-037 133-273 133-030
R2 133-137 133-137 133-010
R1 133-053 133-053 132-310 133-095
PP 132-237 132-237 132-237 132-258
S1 132-153 132-153 132-270 132-195
S2 132-017 132-017 132-250
S3 131-117 131-253 132-230
S4 130-217 131-033 132-169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-000 132-190 0-130 0.3% 0-058 0.1% 100% True False 55
10 133-000 131-120 1-200 1.2% 0-034 0.1% 100% True False 35
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 0-003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-020
2.618 133-209
1.618 133-129
1.000 133-080
0.618 133-049
HIGH 133-000
0.618 132-289
0.500 132-280
0.382 132-271
LOW 132-240
0.618 132-191
1.000 132-160
1.618 132-111
2.618 132-031
4.250 131-220
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 132-307 132-305
PP 132-293 132-290
S1 132-280 132-275

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

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