ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 131-100 132-020 0-240 0.6% 131-210
High 132-000 132-080 0-080 0.2% 132-000
Low 131-100 132-020 0-240 0.6% 131-030
Close 131-310 132-060 0-070 0.2% 131-310
Range 0-220 0-060 -0-160 -72.7% 0-290
ATR 0-130 0-127 -0-003 -2.2% 0-000
Volume 2,656 596 -2,060 -77.6% 5,340
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 132-233 132-207 132-093
R3 132-173 132-147 132-076
R2 132-113 132-113 132-071
R1 132-087 132-087 132-066 132-100
PP 132-053 132-053 132-053 132-060
S1 132-027 132-027 132-054 132-040
S2 131-313 131-313 132-049
S3 131-253 131-287 132-044
S4 131-193 131-227 132-027
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
5 132-080 131-030 1-050 0.9% 0-124 0.3% 95% True False 924
10 132-120 131-030 1-090 1.0% 0-118 0.3% 85% False False 675
20 133-070 131-030 2-040 1.6% 0-094 0.2% 51% False False 368
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-015
2.618 132-237
1.618 132-177
1.000 132-140
0.618 132-117
HIGH 132-080
0.618 132-057
0.500 132-050
0.382 132-043
LOW 132-020
0.618 131-303
1.000 131-280
1.618 131-243
2.618 131-183
4.250 131-085
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 132-057 132-005
PP 132-053 131-270
S1 132-050 131-215

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

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