ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 131-210 131-150 -0-060 -0.1% 132-260
High 131-210 131-280 0-070 0.2% 132-270
Low 131-120 131-150 0-030 0.1% 131-090
Close 131-170 131-260 0-090 0.2% 131-260
Range 0-090 0-130 0-040 44.4% 1-180
ATR 0-117 0-118 0-001 0.8% 0-000
Volume 1,312 189 -1,123 -85.6% 1,102
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 132-300 132-250 132-012
R3 132-170 132-120 131-296
R2 132-040 132-040 131-284
R1 131-310 131-310 131-272 132-015
PP 131-230 131-230 131-230 131-242
S1 131-180 131-180 131-248 131-205
S2 131-100 131-100 131-236
S3 130-290 131-050 131-224
S4 130-160 130-240 131-188
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
5 132-030 131-090 0-260 0.6% 0-132 0.3% 65% False False 458
10 132-280 131-090 1-190 1.2% 0-116 0.3% 33% False False 284
20 133-070 131-090 1-300 1.5% 0-084 0.2% 27% False False 160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-192
2.618 132-300
1.618 132-170
1.000 132-090
0.618 132-040
HIGH 131-280
0.618 131-230
0.500 131-215
0.382 131-200
LOW 131-150
0.618 131-070
1.000 131-020
1.618 130-260
2.618 130-130
4.250 129-238
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 131-245 131-235
PP 131-230 131-210
S1 131-215 131-185

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

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