ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 132-090 132-040 -0-050 -0.1% 132-020
High 132-110 132-090 -0-020 0.0% 132-160
Low 132-030 131-250 -0-100 -0.2% 131-250
Close 132-080 132-070 -0-010 0.0% 132-070
Range 0-080 0-160 0-080 100.0% 0-230
ATR 0-130 0-132 0-002 1.7% 0-000
Volume 3,323 8,459 5,136 154.6% 14,119
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 133-190 133-130 132-158
R3 133-030 132-290 132-114
R2 132-190 132-190 132-099
R1 132-130 132-130 132-085 132-160
PP 132-030 132-030 132-030 132-045
S1 131-290 131-290 132-055 132-000
S2 131-190 131-190 132-041
S3 131-030 131-130 132-026
S4 130-190 130-290 131-302
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-103 133-317 132-196
R3 133-193 133-087 132-133
R2 132-283 132-283 132-112
R1 132-177 132-177 132-091 132-230
PP 132-053 132-053 132-053 132-080
S1 131-267 131-267 132-049 132-000
S2 131-143 131-143 132-028
S3 130-233 131-037 132-007
S4 130-003 130-127 131-264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-160 131-250 0-230 0.5% 0-120 0.3% 61% False True 2,823
10 132-160 131-030 1-130 1.1% 0-125 0.3% 80% False False 1,945
20 132-280 131-030 1-250 1.3% 0-112 0.3% 63% False False 1,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-130
2.618 133-189
1.618 133-029
1.000 132-250
0.618 132-189
HIGH 132-090
0.618 132-029
0.500 132-010
0.382 131-311
LOW 131-250
0.618 131-151
1.000 131-090
1.618 130-311
2.618 130-151
4.250 129-210
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 132-050 132-062
PP 132-030 132-053
S1 132-010 132-045

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

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