ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 133-180 133-170 -0-010 0.0% 133-130
High 133-200 133-280 0-080 0.2% 133-280
Low 133-110 133-150 0-040 0.1% 133-070
Close 133-170 133-230 0-060 0.1% 133-230
Range 0-090 0-130 0-040 44.4% 0-210
ATR 0-138 0-138 -0-001 -0.4% 0-000
Volume 12,692 21,602 8,910 70.2% 54,469
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-290 134-230 133-302
R3 134-160 134-100 133-266
R2 134-030 134-030 133-254
R1 133-290 133-290 133-242 134-000
PP 133-220 133-220 133-220 133-235
S1 133-160 133-160 133-218 133-190
S2 133-090 133-090 133-206
S3 132-280 133-030 133-194
S4 132-150 132-220 133-158
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 135-183 135-097 134-026
R3 134-293 134-207 133-288
R2 134-083 134-083 133-268
R1 133-317 133-317 133-249 134-040
PP 133-193 133-193 133-193 133-215
S1 133-107 133-107 133-211 133-150
S2 132-303 132-303 133-192
S3 132-093 132-217 133-172
S4 131-203 132-007 133-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-280 133-070 0-210 0.5% 0-104 0.2% 76% True False 10,893
10 133-280 132-020 1-260 1.4% 0-144 0.3% 91% True False 8,385
20 133-280 131-030 2-250 2.1% 0-134 0.3% 94% True False 5,165
40 133-280 131-030 2-250 2.1% 0-104 0.2% 94% True False 2,625
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135-192
2.618 134-300
1.618 134-170
1.000 134-090
0.618 134-040
HIGH 133-280
0.618 133-230
0.500 133-215
0.382 133-200
LOW 133-150
0.618 133-070
1.000 133-020
1.618 132-260
2.618 132-130
4.250 131-238
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 133-225 133-212
PP 133-220 133-193
S1 133-215 133-175

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

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