ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 132-100 131-300 -0-120 -0.3% 131-210
High 132-130 132-160 0-030 0.1% 132-000
Low 132-010 131-300 -0-030 -0.1% 131-030
Close 132-030 132-150 0-120 0.3% 131-310
Range 0-120 0-180 0-060 50.0% 0-290
ATR 0-127 0-130 0-004 3.0% 0-000
Volume 1,491 250 -1,241 -83.2% 5,340
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-317 133-253 132-249
R3 133-137 133-073 132-200
R2 132-277 132-277 132-183
R1 132-213 132-213 132-166 132-245
PP 132-097 132-097 132-097 132-112
S1 132-033 132-033 132-134 132-065
S2 131-237 131-237 132-117
S3 131-057 131-173 132-100
S4 130-197 130-313 132-051
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
5 132-160 131-030 1-130 1.1% 0-146 0.3% 98% True False 1,190
10 132-160 131-030 1-130 1.1% 0-126 0.3% 98% True False 844
20 133-000 131-030 1-290 1.4% 0-102 0.2% 72% False False 454
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 3 trading days
Fibonacci Retracements and Extensions
4.250 134-285
2.618 133-311
1.618 133-131
1.000 133-020
0.618 132-271
HIGH 132-160
0.618 132-091
0.500 132-070
0.382 132-049
LOW 131-300
0.618 131-189
1.000 131-120
1.618 131-009
2.618 130-149
4.250 129-175
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 132-123 132-123
PP 132-097 132-097
S1 132-070 132-070

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

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