ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 132-160 132-200 0-040 0.1% 132-210
High 132-230 132-280 0-050 0.1% 132-280
Low 132-090 132-180 0-090 0.2% 132-060
Close 132-220 132-240 0-020 0.0% 132-240
Range 0-140 0-100 -0-040 -28.6% 0-220
ATR 0-102 0-102 0-000 -0.1% 0-000
Volume 158 73 -85 -53.8% 272
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-213 133-167 132-295
R3 133-113 133-067 132-268
R2 133-013 133-013 132-258
R1 132-287 132-287 132-249 132-310
PP 132-233 132-233 132-233 132-245
S1 132-187 132-187 132-231 132-210
S2 132-133 132-133 132-222
S3 132-033 132-087 132-212
S4 131-253 131-307 132-185
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-213 134-127 133-041
R3 133-313 133-227 132-300
R2 133-093 133-093 132-280
R1 133-007 133-007 132-260 133-050
PP 132-193 132-193 132-193 132-215
S1 132-107 132-107 132-220 132-150
S2 131-293 131-293 132-200
S3 131-073 131-207 132-180
S4 130-173 130-307 132-119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-280 132-060 0-220 0.5% 0-094 0.2% 82% True False 54
10 133-070 132-060 1-010 0.8% 0-071 0.2% 55% False False 39
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 0-019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-065
2.618 133-222
1.618 133-122
1.000 133-060
0.618 133-022
HIGH 132-280
0.618 132-242
0.500 132-230
0.382 132-218
LOW 132-180
0.618 132-118
1.000 132-080
1.618 132-018
2.618 131-238
4.250 131-075
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 132-237 132-217
PP 132-233 132-193
S1 132-230 132-170

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

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