ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 133-165 133-185 0-020 0.0% 132-270
High 133-225 133-200 -0-025 -0.1% 133-225
Low 133-130 133-085 -0-045 -0.1% 132-250
Close 133-205 133-150 -0-055 -0.1% 133-205
Range 0-095 0-115 0-020 21.1% 0-295
ATR 0-127 0-127 -0-001 -0.4% 0-000
Volume 809,825 810,927 1,102 0.1% 3,678,867
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 134-170 134-115 133-213
R3 134-055 134-000 133-182
R2 133-260 133-260 133-171
R1 133-205 133-205 133-161 133-175
PP 133-145 133-145 133-145 133-130
S1 133-090 133-090 133-139 133-060
S2 133-030 133-030 133-129
S3 132-235 132-295 133-118
S4 132-120 132-180 133-087
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
5 133-225 132-290 0-255 0.6% 0-107 0.3% 71% False False 806,763
10 133-225 132-250 0-295 0.7% 0-112 0.3% 75% False False 466,227
20 133-280 132-020 1-260 1.4% 0-128 0.3% 78% False False 237,306
40 133-280 131-030 2-250 2.1% 0-120 0.3% 85% False False 119,173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-049
2.618 134-181
1.618 134-066
1.000 133-315
0.618 133-271
HIGH 133-200
0.618 133-156
0.500 133-142
0.382 133-129
LOW 133-085
0.618 133-014
1.000 132-290
1.618 132-219
2.618 132-104
4.250 131-236
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 133-148 133-155
PP 133-145 133-153
S1 133-142 133-152

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

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