ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 132-290 133-130 0-160 0.4% 132-080
High 133-150 133-220 0-070 0.2% 133-220
Low 132-290 133-070 0-100 0.2% 132-020
Close 133-110 133-130 0-020 0.0% 133-130
Range 0-180 0-150 -0-030 -16.7% 1-200
ATR 0-152 0-152 0-000 -0.1% 0-000
Volume 7,172 6,993 -179 -2.5% 29,382
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-270 134-190 133-212
R3 134-120 134-040 133-171
R2 133-290 133-290 133-158
R1 133-210 133-210 133-144 133-205
PP 133-140 133-140 133-140 133-138
S1 133-060 133-060 133-116 133-055
S2 132-310 132-310 133-102
S3 132-160 132-230 133-089
S4 132-010 132-080 133-048
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 137-297 137-093 134-096
R3 136-097 135-213 133-273
R2 134-217 134-217 133-225
R1 134-013 134-013 133-178 134-115
PP 133-017 133-017 133-017 133-068
S1 132-133 132-133 133-082 132-235
S2 131-137 131-137 133-035
S3 129-257 130-253 132-307
S4 128-057 129-053 132-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-220 132-020 1-200 1.2% 0-184 0.4% 83% True False 5,876
10 133-220 131-250 1-290 1.4% 0-152 0.4% 85% True False 4,350
20 133-220 131-030 2-190 1.9% 0-135 0.3% 89% True False 2,497
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 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-218
2.618 134-293
1.618 134-143
1.000 134-050
0.618 133-313
HIGH 133-220
0.618 133-163
0.500 133-145
0.382 133-127
LOW 133-070
0.618 132-297
1.000 132-240
1.618 132-147
2.618 131-317
4.250 131-072
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 133-145 133-083
PP 133-140 133-037
S1 133-135 132-310

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

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