ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 132-110 132-210 0-100 0.2% 132-240
High 132-110 132-220 0-110 0.3% 133-070
Low 132-110 132-210 0-100 0.2% 132-110
Close 132-110 132-220 0-110 0.3% 132-110
Range 0-000 0-010 0-010 0-280
ATR 0-094 0-096 0-001 1.2% 0-000
Volume 25 25 0 0.0% 125
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 132-247 132-243 132-226
R3 132-237 132-233 132-223
R2 132-227 132-227 132-222
R1 132-223 132-223 132-221 132-225
PP 132-217 132-217 132-217 132-218
S1 132-213 132-213 132-219 132-215
S2 132-207 132-207 132-218
S3 132-197 132-203 132-217
S4 132-187 132-193 132-214
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 135-083 134-217 132-264
R3 134-123 133-257 132-187
R2 133-163 133-163 132-161
R1 132-297 132-297 132-136 132-250
PP 132-203 132-203 132-203 132-180
S1 132-017 132-017 132-084 131-290
S2 131-243 131-243 132-059
S3 130-283 131-057 132-033
S4 130-003 130-097 131-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-070 132-110 0-280 0.7% 0-034 0.1% 39% False False 15
10 133-070 132-110 0-280 0.7% 0-046 0.1% 39% False 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 0-006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-262
2.618 132-246
1.618 132-236
1.000 132-230
0.618 132-226
HIGH 132-220
0.618 132-216
0.500 132-215
0.382 132-214
LOW 132-210
0.618 132-204
1.000 132-200
1.618 132-194
2.618 132-184
4.250 132-168
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 132-218 132-218
PP 132-217 132-217
S1 132-215 132-215

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

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