ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 133-160 133-180 0-020 0.0% 132-080
High 133-190 133-200 0-010 0.0% 133-220
Low 133-070 133-110 0-040 0.1% 132-020
Close 133-180 133-170 -0-010 0.0% 133-130
Range 0-120 0-090 -0-030 -25.0% 1-200
ATR 0-142 0-138 -0-004 -2.6% 0-000
Volume 8,091 12,692 4,601 56.9% 29,382
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-110 134-070 133-220
R3 134-020 133-300 133-195
R2 133-250 133-250 133-186
R1 133-210 133-210 133-178 133-185
PP 133-160 133-160 133-160 133-148
S1 133-120 133-120 133-162 133-095
S2 133-070 133-070 133-154
S3 132-300 133-030 133-145
S4 132-210 132-260 133-120
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
5 133-220 133-070 0-150 0.4% 0-108 0.3% 67% False False 7,972
10 133-220 131-250 1-290 1.4% 0-147 0.3% 92% False False 7,070
20 133-220 131-030 2-190 1.9% 0-136 0.3% 94% False False 4,104
40 133-220 131-030 2-190 1.9% 0-102 0.2% 94% False False 2,087
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-262
2.618 134-116
1.618 134-026
1.000 133-290
0.618 133-256
HIGH 133-200
0.618 133-166
0.500 133-155
0.382 133-144
LOW 133-110
0.618 133-054
1.000 133-020
1.618 132-284
2.618 132-194
4.250 132-048
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 133-165 133-162
PP 133-160 133-153
S1 133-155 133-145

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

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