ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 132-020 132-100 0-080 0.2% 131-210
High 132-080 132-130 0-050 0.1% 132-000
Low 132-020 132-010 -0-010 0.0% 131-030
Close 132-060 132-030 -0-030 -0.1% 131-310
Range 0-060 0-120 0-060 100.0% 0-290
ATR 0-127 0-127 -0-001 -0.4% 0-000
Volume 596 1,491 895 150.2% 5,340
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-097 133-023 132-096
R3 132-297 132-223 132-063
R2 132-177 132-177 132-052
R1 132-103 132-103 132-041 132-080
PP 132-057 132-057 132-057 132-045
S1 131-303 131-303 132-019 131-280
S2 131-257 131-257 132-008
S3 131-137 131-183 131-317
S4 131-017 131-063 131-284
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
5 132-130 131-030 1-100 1.0% 0-122 0.3% 76% True False 1,185
10 132-130 131-030 1-100 1.0% 0-127 0.3% 76% True False 821
20 133-070 131-030 2-040 1.6% 0-096 0.2% 47% False False 441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-000
2.618 133-124
1.618 133-004
1.000 132-250
0.618 132-204
HIGH 132-130
0.618 132-084
0.500 132-070
0.382 132-056
LOW 132-010
0.618 131-256
1.000 131-210
1.618 131-136
2.618 131-016
4.250 130-140
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 132-070 132-005
PP 132-057 131-300
S1 132-043 131-275

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

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