ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 131-140 131-090 -0-050 -0.1% 132-260
High 131-200 131-260 0-060 0.1% 132-270
Low 131-120 131-090 -0-030 -0.1% 131-090
Close 131-120 131-260 0-140 0.3% 131-260
Range 0-080 0-170 0-090 112.5% 1-180
ATR 0-111 0-116 0-004 3.8% 0-000
Volume 385 384 -1 -0.3% 1,102
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-073 133-017 132-034
R3 132-223 132-167 131-307
R2 132-053 132-053 131-291
R1 131-317 131-317 131-276 132-025
PP 131-203 131-203 131-203 131-218
S1 131-147 131-147 131-244 131-175
S2 131-033 131-033 131-229
S3 130-183 130-297 131-213
S4 130-013 130-127 131-166
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 136-213 135-257 132-215
R3 135-033 134-077 132-078
R2 133-173 133-173 132-032
R1 132-217 132-217 131-306 132-105
PP 131-313 131-313 131-313 131-258
S1 131-037 131-037 131-214 130-245
S2 130-133 130-133 131-168
S3 128-273 129-177 131-122
S4 127-093 127-317 130-305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-270 131-090 1-180 1.2% 0-106 0.3% 34% False True 220
10 132-280 131-090 1-190 1.2% 0-100 0.2% 33% False True 137
20 133-070 131-090 1-300 1.5% 0-072 0.2% 27% False True 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-022
2.618 133-065
1.618 132-215
1.000 132-110
0.618 132-045
HIGH 131-260
0.618 131-195
0.500 131-175
0.382 131-155
LOW 131-090
0.618 130-305
1.000 130-240
1.618 130-135
2.618 129-285
4.250 129-008
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 131-232 131-247
PP 131-203 131-233
S1 131-175 131-220

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

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