ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 131-300 132-090 0-110 0.3% 131-210
High 132-160 132-110 -0-050 -0.1% 132-000
Low 131-300 132-030 0-050 0.1% 131-030
Close 132-150 132-080 -0-070 -0.2% 131-310
Range 0-180 0-080 -0-100 -55.6% 0-290
ATR 0-130 0-130 -0-001 -0.6% 0-000
Volume 250 3,323 3,073 1,229.2% 5,340
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 132-313 132-277 132-124
R3 132-233 132-197 132-102
R2 132-153 132-153 132-095
R1 132-117 132-117 132-087 132-095
PP 132-073 132-073 132-073 132-062
S1 132-037 132-037 132-073 132-015
S2 131-313 131-313 132-065
S3 131-233 131-277 132-058
S4 131-153 131-197 132-036
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
5 132-160 131-100 1-060 0.9% 0-132 0.3% 79% False False 1,663
10 132-160 131-030 1-130 1.1% 0-126 0.3% 82% False False 1,138
20 132-280 131-030 1-250 1.3% 0-104 0.2% 65% False False 619
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-130
2.618 132-319
1.618 132-239
1.000 132-190
0.618 132-159
HIGH 132-110
0.618 132-079
0.500 132-070
0.382 132-061
LOW 132-030
0.618 131-301
1.000 131-270
1.618 131-221
2.618 131-141
4.250 131-010
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 132-077 132-077
PP 132-073 132-073
S1 132-070 132-070

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

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