ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 133-015 132-260 -0-075 -0.2% 133-190
High 133-055 133-005 -0-050 -0.1% 133-190
Low 132-255 132-250 -0-005 0.0% 132-250
Close 132-280 132-265 -0-015 0.0% 132-265
Range 0-120 0-075 -0-045 -37.5% 0-260
ATR 0-137 0-133 -0-004 -3.2% 0-000
Volume 57,427 71,140 13,713 23.9% 172,480
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 133-185 133-140 132-306
R3 133-110 133-065 132-286
R2 133-035 133-035 132-279
R1 132-310 132-310 132-272 133-012
PP 132-280 132-280 132-280 132-291
S1 132-235 132-235 132-258 132-258
S2 132-205 132-205 132-251
S3 132-130 132-160 132-244
S4 132-055 132-085 132-224
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 135-162 134-313 133-088
R3 134-222 134-053 133-016
R2 133-282 133-282 132-313
R1 133-113 133-113 132-289 133-068
PP 133-022 133-022 133-022 132-319
S1 132-173 132-173 132-241 132-128
S2 132-082 132-082 132-217
S3 131-142 131-233 132-194
S4 130-202 130-293 132-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-280 132-250 1-030 0.8% 0-115 0.3% 4% False True 38,816
10 133-280 132-250 1-030 0.8% 0-112 0.3% 4% False True 23,394
20 133-280 131-100 2-180 1.9% 0-135 0.3% 59% False False 13,655
40 133-280 131-030 2-250 2.1% 0-111 0.3% 62% False False 6,932
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-022
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 134-004
2.618 133-201
1.618 133-126
1.000 133-080
0.618 133-051
HIGH 133-005
0.618 132-296
0.500 132-288
0.382 132-279
LOW 132-250
0.618 132-204
1.000 132-175
1.618 132-129
2.618 132-054
4.250 131-251
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 132-288 133-045
PP 132-280 133-012
S1 132-272 132-298

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

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