ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 132-290 133-060 0-090 0.2% 132-100
High 133-030 133-070 0-040 0.1% 133-000
Low 132-280 133-020 0-060 0.1% 132-100
Close 133-030 133-060 0-030 0.1% 132-290
Range 0-070 0-050 -0-020 -28.6% 0-220
ATR
Volume 14 2 -12 -85.7% 212
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-200 133-180 133-088
R3 133-150 133-130 133-074
R2 133-100 133-100 133-069
R1 133-080 133-080 133-065 133-085
PP 133-050 133-050 133-050 133-052
S1 133-030 133-030 133-055 133-035
S2 133-000 133-000 133-051
S3 132-270 132-300 133-046
S4 132-220 132-250 133-032
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
5 133-070 132-230 0-160 0.4% 0-058 0.1% 94% True False 58
10 133-070 131-240 1-150 1.1% 0-046 0.1% 98% True False 36
Crabel Price Patterns
NR True
NR4 True
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 0-005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-282
2.618 133-201
1.618 133-151
1.000 133-120
0.618 133-101
HIGH 133-070
0.618 133-051
0.500 133-045
0.382 133-039
LOW 133-020
0.618 132-309
1.000 132-290
1.618 132-259
2.618 132-209
4.250 132-128
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 133-055 133-038
PP 133-050 133-017
S1 133-045 132-315

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

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