ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 133-160 133-015 -0-145 -0.3% 133-130
High 133-160 133-055 -0-105 -0.2% 133-280
Low 133-010 132-255 -0-075 -0.2% 133-070
Close 133-030 132-280 -0-070 -0.2% 133-230
Range 0-150 0-120 -0-030 -20.0% 0-210
ATR 0-139 0-137 -0-001 -1.0% 0-000
Volume 27,065 57,427 30,362 112.2% 54,469
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-023 133-272 133-026
R3 133-223 133-152 132-313
R2 133-103 133-103 132-302
R1 133-032 133-032 132-291 133-008
PP 132-303 132-303 132-303 132-291
S1 132-232 132-232 132-269 132-208
S2 132-183 132-183 132-258
S3 132-063 132-112 132-247
S4 131-263 131-312 132-214
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
5 133-280 132-255 1-025 0.8% 0-118 0.3% 7% False True 27,126
10 133-280 132-255 1-025 0.8% 0-122 0.3% 7% False True 16,997
20 133-280 131-030 2-250 2.1% 0-139 0.3% 64% False False 10,146
40 133-280 131-030 2-250 2.1% 0-110 0.3% 64% False False 5,158
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-245
2.618 134-049
1.618 133-249
1.000 133-175
0.618 133-129
HIGH 133-055
0.618 133-009
0.500 132-315
0.382 132-301
LOW 132-255
0.618 132-181
1.000 132-135
1.618 132-061
2.618 131-261
4.250 131-065
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 132-315 133-062
PP 132-303 133-028
S1 132-292 132-314

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

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