ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 132-210 132-190 -0-020 0.0% 132-240
High 132-220 132-200 -0-020 0.0% 133-070
Low 132-210 132-150 -0-060 -0.1% 132-110
Close 132-220 132-150 -0-070 -0.2% 132-110
Range 0-010 0-050 0-040 400.0% 0-280
ATR 0-096 0-094 -0-002 -1.9% 0-000
Volume 25 4 -21 -84.0% 125
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 132-317 132-283 132-178
R3 132-267 132-233 132-164
R2 132-217 132-217 132-159
R1 132-183 132-183 132-155 132-175
PP 132-167 132-167 132-167 132-162
S1 132-133 132-133 132-145 132-125
S2 132-117 132-117 132-141
S3 132-067 132-083 132-136
S4 132-017 132-033 132-122
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% 0-030 0.1% 14% False False 13
10 133-070 132-110 0-280 0.7% 0-051 0.1% 14% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-092
2.618 133-011
1.618 132-281
1.000 132-250
0.618 132-231
HIGH 132-200
0.618 132-181
0.500 132-175
0.382 132-169
LOW 132-150
0.618 132-119
1.000 132-100
1.618 132-069
2.618 132-019
4.250 131-258
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 132-175 132-165
PP 132-167 132-160
S1 132-158 132-155

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

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