ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 132-110 132-030 -0-080 -0.2% 132-210
High 132-120 132-030 -0-090 -0.2% 132-280
Low 132-090 131-160 -0-250 -0.6% 132-060
Close 132-100 131-160 -0-260 -0.6% 132-240
Range 0-030 0-190 0-160 533.3% 0-220
ATR 0-103 0-114 0-011 11.0% 0-000
Volume 30 20 -10 -33.3% 272
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-153 133-027 131-264
R3 132-283 132-157 131-212
R2 132-093 132-093 131-195
R1 131-287 131-287 131-177 131-255
PP 131-223 131-223 131-223 131-208
S1 131-097 131-097 131-143 131-065
S2 131-033 131-033 131-125
S3 130-163 130-227 131-108
S4 129-293 130-037 131-056
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
5 132-280 131-160 1-120 1.0% 0-104 0.2% 0% False True 112
10 133-000 131-160 1-160 1.1% 0-079 0.2% 0% False True 64
20 133-070 131-160 1-230 1.3% 0-062 0.1% 0% False True 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 134-198
2.618 133-207
1.618 133-017
1.000 132-220
0.618 132-147
HIGH 132-030
0.618 131-277
0.500 131-255
0.382 131-233
LOW 131-160
0.618 131-043
1.000 130-290
1.618 130-173
2.618 129-303
4.250 128-312
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 131-255 132-055
PP 131-223 131-303
S1 131-192 131-232

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

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