ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 132-240 132-290 0-050 0.1% 132-100
High 133-000 133-030 0-030 0.1% 133-000
Low 132-240 132-280 0-040 0.1% 132-100
Close 133-000 133-030 0-030 0.1% 132-290
Range 0-080 0-070 -0-010 -12.5% 0-220
ATR
Volume 73 14 -59 -80.8% 212
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-217 133-193 133-068
R3 133-147 133-123 133-049
R2 133-077 133-077 133-043
R1 133-053 133-053 133-036 133-065
PP 133-007 133-007 133-007 133-012
S1 132-303 132-303 133-024 132-315
S2 132-257 132-257 133-017
S3 132-187 132-233 133-011
S4 132-117 132-163 132-312
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
5 133-030 132-200 0-150 0.4% 0-072 0.2% 100% True False 57
10 133-030 131-170 1-180 1.2% 0-041 0.1% 100% True False 36
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-008
2.618 133-213
1.618 133-143
1.000 133-100
0.618 133-073
HIGH 133-030
0.618 133-003
0.500 132-315
0.382 132-307
LOW 132-280
0.618 132-237
1.000 132-210
1.618 132-167
2.618 132-097
4.250 131-302
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 133-018 133-010
PP 133-007 132-310
S1 132-315 132-290

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

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