ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 133-015 133-085 0-070 0.2% 133-190
High 133-095 133-185 0-090 0.2% 133-190
Low 132-290 133-085 0-115 0.3% 132-250
Close 133-070 133-155 0-085 0.2% 132-265
Range 0-125 0-100 -0-025 -20.0% 0-260
ATR 0-133 0-132 -0-001 -1.0% 0-000
Volume 589,718 1,070,650 480,932 81.6% 172,480
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-122 134-078 133-210
R3 134-022 133-298 133-182
R2 133-242 133-242 133-173
R1 133-198 133-198 133-164 133-220
PP 133-142 133-142 133-142 133-152
S1 133-098 133-098 133-146 133-120
S2 133-042 133-042 133-137
S3 132-262 132-318 133-128
S4 132-162 132-218 133-100
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
5 133-185 132-250 0-255 0.6% 0-113 0.3% 88% True False 448,982
10 133-280 132-250 1-030 0.8% 0-116 0.3% 64% False False 233,120
20 133-280 131-250 2-030 1.6% 0-134 0.3% 81% False False 119,235
40 133-280 131-030 2-250 2.1% 0-115 0.3% 86% False False 59,838
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 0-018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-290
2.618 134-127
1.618 134-027
1.000 133-285
0.618 133-247
HIGH 133-185
0.618 133-147
0.500 133-135
0.382 133-123
LOW 133-085
0.618 133-023
1.000 132-305
1.618 132-243
2.618 132-143
4.250 131-300
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 133-148 133-122
PP 133-142 133-090
S1 133-135 133-058

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

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