ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 133-130 133-130 0-000 0.0% 132-080
High 133-220 133-150 -0-070 -0.2% 133-220
Low 133-070 133-080 0-010 0.0% 132-020
Close 133-130 133-130 0-000 0.0% 133-130
Range 0-150 0-070 -0-080 -53.3% 1-200
ATR 0-152 0-146 -0-006 -3.9% 0-000
Volume 6,993 11,403 4,410 63.1% 29,382
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-010 133-300 133-168
R3 133-260 133-230 133-149
R2 133-190 133-190 133-143
R1 133-160 133-160 133-136 133-165
PP 133-120 133-120 133-120 133-122
S1 133-090 133-090 133-124 133-095
S2 133-050 133-050 133-117
S3 132-300 133-020 133-111
S4 132-230 132-270 133-092
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% 0-170 0.4% 83% False False 7,162
10 133-220 131-250 1-290 1.4% 0-153 0.4% 85% False False 5,430
20 133-220 131-030 2-190 1.9% 0-136 0.3% 89% False False 3,053
40 133-220 131-030 2-190 1.9% 0-094 0.2% 89% False False 1,550
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 134-128
2.618 134-013
1.618 133-263
1.000 133-220
0.618 133-193
HIGH 133-150
0.618 133-123
0.500 133-115
0.382 133-107
LOW 133-080
0.618 133-037
1.000 133-010
1.618 132-287
2.618 132-217
4.250 132-102
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 133-125 133-118
PP 133-120 133-107
S1 133-115 133-095

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

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