ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 131-090 131-210 0-120 0.3% 132-260
High 131-260 131-210 -0-050 -0.1% 132-270
Low 131-090 131-120 0-030 0.1% 131-090
Close 131-260 131-170 -0-090 -0.2% 131-260
Range 0-170 0-090 -0-080 -47.1% 1-180
ATR 0-116 0-117 0-002 1.5% 0-000
Volume 384 1,312 928 241.7% 1,102
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 132-117 132-073 131-220
R3 132-027 131-303 131-195
R2 131-257 131-257 131-186
R1 131-213 131-213 131-178 131-190
PP 131-167 131-167 131-167 131-155
S1 131-123 131-123 131-162 131-100
S2 131-077 131-077 131-154
S3 130-307 131-033 131-145
S4 130-217 130-263 131-120
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
5 132-120 131-090 1-030 0.8% 0-112 0.3% 23% False False 426
10 132-280 131-090 1-190 1.2% 0-108 0.3% 16% False False 266
20 133-070 131-090 1-300 1.5% 0-077 0.2% 13% False False 150
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 132-272
2.618 132-126
1.618 132-036
1.000 131-300
0.618 131-266
HIGH 131-210
0.618 131-176
0.500 131-165
0.382 131-154
LOW 131-120
0.618 131-064
1.000 131-030
1.618 130-294
2.618 130-204
4.250 130-058
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 131-168 131-175
PP 131-167 131-173
S1 131-165 131-172

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

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