ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 132-080 132-160 0-080 0.2% 132-020
High 132-220 132-170 -0-050 -0.1% 132-160
Low 132-080 132-020 -0-060 -0.1% 131-250
Close 132-190 132-040 -0-150 -0.4% 132-070
Range 0-140 0-150 0-010 7.1% 0-230
ATR 0-133 0-136 0-003 2.0% 0-000
Volume 4,972 5,419 447 9.0% 14,119
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 133-207 133-113 132-122
R3 133-057 132-283 132-081
R2 132-227 132-227 132-068
R1 132-133 132-133 132-054 132-105
PP 132-077 132-077 132-077 132-062
S1 131-303 131-303 132-026 131-275
S2 131-247 131-247 132-012
S3 131-097 131-153 131-319
S4 130-267 131-003 131-278
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
5 132-220 131-250 0-290 0.7% 0-142 0.3% 38% False False 4,484
10 132-220 131-030 1-190 1.2% 0-132 0.3% 65% False False 2,834
20 132-280 131-030 1-250 1.3% 0-124 0.3% 58% False False 1,559
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 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-168
2.618 133-243
1.618 133-093
1.000 133-000
0.618 132-263
HIGH 132-170
0.618 132-113
0.500 132-095
0.382 132-077
LOW 132-020
0.618 131-247
1.000 131-190
1.618 131-097
2.618 130-267
4.250 130-022
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 132-095 132-075
PP 132-077 132-063
S1 132-058 132-052

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

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