ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 131-210 131-180 -0-030 -0.1% 132-260
High 131-250 131-180 -0-070 -0.2% 132-270
Low 131-190 131-030 -0-160 -0.4% 131-090
Close 131-250 131-090 -0-160 -0.4% 131-260
Range 0-060 0-150 0-090 150.0% 1-180
ATR 0-115 0-122 0-008 6.5% 0-000
Volume 225 958 733 325.8% 1,102
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 132-230 132-150 131-172
R3 132-080 132-000 131-131
R2 131-250 131-250 131-118
R1 131-170 131-170 131-104 131-135
PP 131-100 131-100 131-100 131-082
S1 131-020 131-020 131-076 130-305
S2 130-270 130-270 131-062
S3 130-120 130-190 131-049
S4 129-290 130-040 131-008
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
5 131-280 131-030 0-250 0.6% 0-120 0.3% 24% False True 613
10 132-280 131-030 1-250 1.4% 0-106 0.3% 11% False True 385
20 133-070 131-030 2-040 1.6% 0-086 0.2% 9% False True 209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-178
2.618 132-253
1.618 132-103
1.000 132-010
0.618 131-273
HIGH 131-180
0.618 131-123
0.500 131-105
0.382 131-087
LOW 131-030
0.618 130-257
1.000 130-200
1.618 130-107
2.618 129-277
4.250 129-032
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 131-105 131-155
PP 131-100 131-133
S1 131-095 131-112

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

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