ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 133-130 133-160 0-030 0.1% 132-080
High 133-220 133-190 -0-030 -0.1% 133-220
Low 133-110 133-070 -0-040 -0.1% 132-020
Close 133-180 133-180 0-000 0.0% 133-130
Range 0-110 0-120 0-010 9.1% 1-200
ATR 0-144 0-142 -0-002 -1.2% 0-000
Volume 681 8,091 7,410 1,088.1% 29,382
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-187 134-143 133-246
R3 134-067 134-023 133-213
R2 133-267 133-267 133-202
R1 133-223 133-223 133-191 133-245
PP 133-147 133-147 133-147 133-158
S1 133-103 133-103 133-169 133-125
S2 133-027 133-027 133-158
S3 132-227 132-303 133-147
S4 132-107 132-183 133-114
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
5 133-220 132-290 0-250 0.6% 0-126 0.3% 84% False False 6,868
10 133-220 131-250 1-290 1.4% 0-146 0.3% 93% False False 6,133
20 133-220 131-030 2-190 1.9% 0-136 0.3% 95% False False 3,489
40 133-220 131-030 2-190 1.9% 0-099 0.2% 95% False False 1,769
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-060
2.618 134-184
1.618 134-064
1.000 133-310
0.618 133-264
HIGH 133-190
0.618 133-144
0.500 133-130
0.382 133-116
LOW 133-070
0.618 132-316
1.000 132-270
1.618 132-196
2.618 132-076
4.250 131-200
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 133-163 133-168
PP 133-147 133-157
S1 133-130 133-145

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

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