ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 131-150 131-210 0-060 0.1% 132-260
High 131-280 131-250 -0-030 -0.1% 132-270
Low 131-150 131-190 0-040 0.1% 131-090
Close 131-260 131-250 -0-010 0.0% 131-260
Range 0-130 0-060 -0-070 -53.8% 1-180
ATR 0-118 0-115 -0-003 -2.9% 0-000
Volume 189 225 36 19.0% 1,102
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 132-090 132-070 131-283
R3 132-030 132-010 131-266
R2 131-290 131-290 131-261
R1 131-270 131-270 131-256 131-280
PP 131-230 131-230 131-230 131-235
S1 131-210 131-210 131-244 131-220
S2 131-170 131-170 131-239
S3 131-110 131-150 131-234
S4 131-050 131-090 131-217
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
5 131-280 131-090 0-190 0.5% 0-106 0.3% 84% False False 499
10 132-280 131-090 1-190 1.2% 0-105 0.2% 31% False False 305
20 133-070 131-090 1-300 1.5% 0-080 0.2% 26% False False 171
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 132-185
2.618 132-087
1.618 132-027
1.000 131-310
0.618 131-287
HIGH 131-250
0.618 131-227
0.500 131-220
0.382 131-213
LOW 131-190
0.618 131-153
1.000 131-130
1.618 131-093
2.618 131-033
4.250 130-255
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 131-240 131-233
PP 131-230 131-217
S1 131-220 131-200

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

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