ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 132-080 132-290 0-210 0.5% 132-020
High 133-060 133-150 0-090 0.2% 132-160
Low 132-080 132-290 0-210 0.5% 131-250
Close 133-020 133-110 0-090 0.2% 132-070
Range 0-300 0-180 -0-120 -40.0% 0-230
ATR 0-150 0-152 0-002 1.4% 0-000
Volume 4,826 7,172 2,346 48.6% 14,119
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-297 134-223 133-209
R3 134-117 134-043 133-160
R2 133-257 133-257 133-143
R1 133-183 133-183 133-126 133-220
PP 133-077 133-077 133-077 133-095
S1 133-003 133-003 133-094 133-040
S2 132-217 132-217 133-077
S3 132-037 132-143 133-060
S4 131-177 131-283 133-011
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
5 133-150 131-250 1-220 1.3% 0-186 0.4% 93% True False 6,169
10 133-150 131-100 2-050 1.6% 0-159 0.4% 94% True False 3,916
20 133-150 131-030 2-120 1.8% 0-132 0.3% 95% True False 2,151
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-275
2.618 134-301
1.618 134-121
1.000 134-010
0.618 133-261
HIGH 133-150
0.618 133-081
0.500 133-060
0.382 133-039
LOW 132-290
0.618 132-179
1.000 132-110
1.618 131-319
2.618 131-139
4.250 130-165
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 133-093 133-048
PP 133-077 132-307
S1 133-060 132-245

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

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