ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 132-260 132-110 -0-150 -0.4% 132-210
High 132-270 132-120 -0-150 -0.4% 132-280
Low 132-210 132-090 -0-120 -0.3% 132-060
Close 132-240 132-100 -0-140 -0.3% 132-240
Range 0-060 0-030 -0-030 -50.0% 0-220
ATR 0-099 0-103 0-004 3.7% 0-000
Volume 283 30 -253 -89.4% 272
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 132-193 132-177 132-116
R3 132-163 132-147 132-108
R2 132-133 132-133 132-106
R1 132-117 132-117 132-103 132-110
PP 132-103 132-103 132-103 132-100
S1 132-087 132-087 132-097 132-080
S2 132-073 132-073 132-094
S3 132-043 132-057 132-092
S4 132-013 132-027 132-084
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% 0-100 0.2% 18% False False 111
10 133-070 132-060 1-010 0.8% 0-065 0.2% 12% False False 62
20 133-070 131-170 1-220 1.3% 0-053 0.1% 46% False False 49
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 132-248
2.618 132-199
1.618 132-169
1.000 132-150
0.618 132-139
HIGH 132-120
0.618 132-109
0.500 132-105
0.382 132-101
LOW 132-090
0.618 132-071
1.000 132-060
1.618 132-041
2.618 132-011
4.250 131-282
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 132-105 132-185
PP 132-103 132-157
S1 132-102 132-128

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

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