ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 133-130 133-130 0-000 0.0% 132-080
High 133-150 133-220 0-070 0.2% 133-220
Low 133-080 133-110 0-030 0.1% 132-020
Close 133-130 133-180 0-050 0.1% 133-130
Range 0-070 0-110 0-040 57.1% 1-200
ATR 0-146 0-144 -0-003 -1.8% 0-000
Volume 11,403 681 -10,722 -94.0% 29,382
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-180 134-130 133-240
R3 134-070 134-020 133-210
R2 133-280 133-280 133-200
R1 133-230 133-230 133-190 133-255
PP 133-170 133-170 133-170 133-182
S1 133-120 133-120 133-170 133-145
S2 133-060 133-060 133-160
S3 132-270 133-010 133-150
S4 132-160 132-220 133-120
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
5 133-220 132-080 1-140 1.1% 0-162 0.4% 91% True False 6,215
10 133-220 131-250 1-290 1.4% 0-152 0.4% 93% True False 5,349
20 133-220 131-030 2-190 1.9% 0-140 0.3% 95% True False 3,085
40 133-220 131-030 2-190 1.9% 0-096 0.2% 95% True False 1,567
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-048
2.618 134-188
1.618 134-078
1.000 134-010
0.618 133-288
HIGH 133-220
0.618 133-178
0.500 133-165
0.382 133-152
LOW 133-110
0.618 133-042
1.000 133-000
1.618 132-252
2.618 132-142
4.250 131-282
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 133-175 133-168
PP 133-170 133-157
S1 133-165 133-145

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

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