ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 132-260 132-270 0-010 0.0% 133-190
High 133-005 133-075 0-070 0.2% 133-190
Low 132-250 132-250 0-000 0.0% 132-250
Close 132-265 133-020 0-075 0.2% 132-265
Range 0-075 0-145 0-070 93.3% 0-260
ATR 0-133 0-134 0-001 0.6% 0-000
Volume 71,140 455,975 384,835 541.0% 172,480
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-123 134-057 133-100
R3 133-298 133-232 133-060
R2 133-153 133-153 133-047
R1 133-087 133-087 133-033 133-120
PP 133-008 133-008 133-008 133-025
S1 132-262 132-262 133-007 132-295
S2 132-183 132-183 132-313
S3 132-038 132-117 132-300
S4 131-213 131-292 132-260
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
5 133-190 132-250 0-260 0.6% 0-118 0.3% 35% False True 125,691
10 133-280 132-250 1-030 0.8% 0-111 0.3% 26% False True 68,292
20 133-280 131-250 2-030 1.6% 0-132 0.3% 61% False False 36,321
40 133-280 131-030 2-250 2.1% 0-113 0.3% 71% False False 18,331
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-051
2.618 134-135
1.618 133-310
1.000 133-220
0.618 133-165
HIGH 133-075
0.618 133-020
0.500 133-002
0.382 132-305
LOW 132-250
0.618 132-160
1.000 132-105
1.618 132-015
2.618 131-190
4.250 130-274
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 133-014 133-014
PP 133-008 133-008
S1 133-002 133-002

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

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