ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 132-190 132-120 -0-070 -0.2% 132-240
High 132-200 132-230 0-030 0.1% 133-070
Low 132-150 132-060 -0-090 -0.2% 132-110
Close 132-150 132-210 0-060 0.1% 132-110
Range 0-050 0-170 0-120 240.0% 0-280
ATR 0-094 0-099 0-005 5.8% 0-000
Volume 4 12 8 200.0% 125
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-037 133-293 132-304
R3 133-187 133-123 132-257
R2 133-017 133-017 132-241
R1 132-273 132-273 132-226 132-305
PP 132-167 132-167 132-167 132-182
S1 132-103 132-103 132-194 132-135
S2 131-317 131-317 132-179
S3 131-147 131-253 132-163
S4 130-297 131-083 132-116
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
5 133-000 132-060 0-260 0.6% 0-054 0.1% 58% False True 15
10 133-070 132-060 1-010 0.8% 0-056 0.1% 45% False True 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 134-312
2.618 134-035
1.618 133-185
1.000 133-080
0.618 133-015
HIGH 132-230
0.618 132-165
0.500 132-145
0.382 132-125
LOW 132-060
0.618 131-275
1.000 131-210
1.618 131-105
2.618 130-255
4.250 129-298
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 132-188 132-188
PP 132-167 132-167
S1 132-145 132-145

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

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