ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 131-180 131-100 -0-080 -0.2% 131-210
High 131-180 132-000 0-140 0.3% 132-000
Low 131-030 131-100 0-070 0.2% 131-030
Close 131-090 131-310 0-220 0.5% 131-310
Range 0-150 0-220 0-070 46.7% 0-290
ATR 0-122 0-130 0-008 6.3% 0-000
Volume 958 2,656 1,698 177.2% 5,340
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-263 133-187 132-111
R3 133-043 132-287 132-050
R2 132-143 132-143 132-030
R1 132-067 132-067 132-010 132-105
PP 131-243 131-243 131-243 131-262
S1 131-167 131-167 131-290 131-205
S2 131-023 131-023 131-270
S3 130-123 130-267 131-250
S4 129-223 130-047 131-189
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-130 134-030 132-150
R3 133-160 133-060 132-070
R2 132-190 132-190 132-043
R1 132-090 132-090 132-017 132-140
PP 131-220 131-220 131-220 131-245
S1 131-120 131-120 131-283 131-170
S2 130-250 130-250 131-257
S3 129-280 130-150 131-230
S4 128-310 129-180 131-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-000 131-030 0-290 0.7% 0-130 0.3% 97% True False 1,068
10 132-270 131-030 1-240 1.3% 0-118 0.3% 50% False False 644
20 133-070 131-030 2-040 1.6% 0-094 0.2% 41% False False 341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 134-295
2.618 133-256
1.618 133-036
1.000 132-220
0.618 132-136
HIGH 132-000
0.618 131-236
0.500 131-210
0.382 131-184
LOW 131-100
0.618 130-284
1.000 130-200
1.618 130-064
2.618 129-164
4.250 128-125
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 131-277 131-265
PP 131-243 131-220
S1 131-210 131-175

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

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