ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 132-030 131-140 -0-210 -0.5% 132-210
High 132-030 131-200 -0-150 -0.4% 132-280
Low 131-160 131-120 -0-040 -0.1% 132-060
Close 131-160 131-120 -0-040 -0.1% 132-240
Range 0-190 0-080 -0-110 -57.9% 0-220
ATR 0-114 0-111 -0-002 -2.1% 0-000
Volume 20 385 365 1,825.0% 272
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 132-067 132-013 131-164
R3 131-307 131-253 131-142
R2 131-227 131-227 131-135
R1 131-173 131-173 131-127 131-160
PP 131-147 131-147 131-147 131-140
S1 131-093 131-093 131-113 131-080
S2 131-067 131-067 131-105
S3 130-307 131-013 131-098
S4 130-227 130-253 131-076
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
5 132-280 131-120 1-160 1.1% 0-092 0.2% 0% False True 158
10 132-280 131-120 1-160 1.1% 0-083 0.2% 0% False True 101
20 133-070 131-120 1-270 1.4% 0-066 0.2% 0% False True 69
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
4.250 132-220
2.618 132-089
1.618 132-009
1.000 131-280
0.618 131-249
HIGH 131-200
0.618 131-169
0.500 131-160
0.382 131-151
LOW 131-120
0.618 131-071
1.000 131-040
1.618 130-311
2.618 130-231
4.250 130-100
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 131-160 131-280
PP 131-147 131-227
S1 131-133 131-173

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

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