ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 133-130 133-165 0-035 0.1% 132-270
High 133-190 133-225 0-035 0.1% 133-225
Low 133-090 133-130 0-040 0.1% 132-250
Close 133-170 133-205 0-035 0.1% 133-205
Range 0-100 0-095 -0-005 -5.0% 0-295
ATR 0-130 0-127 -0-002 -1.9% 0-000
Volume 752,699 809,825 57,126 7.6% 3,678,867
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-152 134-113 133-257
R3 134-057 134-018 133-231
R2 133-282 133-282 133-222
R1 133-243 133-243 133-214 133-262
PP 133-187 133-187 133-187 133-196
S1 133-148 133-148 133-196 133-168
S2 133-092 133-092 133-188
S3 132-317 133-053 133-179
S4 132-222 132-278 133-153
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 136-045 135-260 134-047
R3 135-070 134-285 133-286
R2 134-095 134-095 133-259
R1 133-310 133-310 133-232 134-042
PP 133-120 133-120 133-120 133-146
S1 133-015 133-015 133-178 133-068
S2 132-145 132-145 133-151
S3 131-170 132-040 133-124
S4 130-195 131-065 133-043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-225 132-250 0-295 0.7% 0-113 0.3% 93% True False 735,773
10 133-280 132-250 1-030 0.8% 0-114 0.3% 79% False False 387,294
20 133-280 131-250 2-030 1.6% 0-130 0.3% 89% False False 197,182
40 133-280 131-030 2-250 2.1% 0-118 0.3% 92% False False 98,901
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134-309
2.618 134-154
1.618 134-059
1.000 134-000
0.618 133-284
HIGH 133-225
0.618 133-189
0.500 133-178
0.382 133-166
LOW 133-130
0.618 133-071
1.000 133-035
1.618 132-296
2.618 132-201
4.250 132-046
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 133-196 133-188
PP 133-187 133-172
S1 133-178 133-155

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

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