ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 132-120 132-160 0-040 0.1% 132-240
High 132-230 132-230 0-000 0.0% 133-070
Low 132-060 132-090 0-030 0.1% 132-110
Close 132-210 132-220 0-010 0.0% 132-110
Range 0-170 0-140 -0-030 -17.6% 0-280
ATR 0-099 0-102 0-003 2.9% 0-000
Volume 12 158 146 1,216.7% 125
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-280 133-230 132-297
R3 133-140 133-090 132-258
R2 133-000 133-000 132-246
R1 132-270 132-270 132-233 132-295
PP 132-180 132-180 132-180 132-192
S1 132-130 132-130 132-207 132-155
S2 132-040 132-040 132-194
S3 131-220 131-310 132-182
S4 131-080 131-170 132-143
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
5 132-230 132-060 0-170 0.4% 0-074 0.2% 94% True False 44
10 133-070 132-060 1-010 0.8% 0-067 0.2% 48% False False 32
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-185
2.618 133-277
1.618 133-137
1.000 133-050
0.618 132-317
HIGH 132-230
0.618 132-177
0.500 132-160
0.382 132-143
LOW 132-090
0.618 132-003
1.000 131-270
1.618 131-183
2.618 131-043
4.250 130-135
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 132-200 132-195
PP 132-180 132-170
S1 132-160 132-145

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

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