ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 133-185 133-165 -0-020 0.0% 132-270
High 133-200 133-215 0-015 0.0% 133-225
Low 133-085 133-115 0-030 0.1% 132-250
Close 133-150 133-185 0-035 0.1% 133-205
Range 0-115 0-100 -0-015 -13.0% 0-295
ATR 0-127 0-125 -0-002 -1.5% 0-000
Volume 810,927 762,091 -48,836 -6.0% 3,678,867
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 134-152 134-108 133-240
R3 134-052 134-008 133-212
R2 133-272 133-272 133-203
R1 133-228 133-228 133-194 133-250
PP 133-172 133-172 133-172 133-182
S1 133-128 133-128 133-176 133-150
S2 133-072 133-072 133-167
S3 132-292 133-028 133-158
S4 132-192 132-248 133-130
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
5 133-225 133-085 0-140 0.3% 0-102 0.2% 71% False False 841,238
10 133-225 132-250 0-295 0.7% 0-112 0.3% 86% False False 540,751
20 133-280 132-020 1-260 1.4% 0-126 0.3% 84% False False 275,162
40 133-280 131-030 2-250 2.1% 0-123 0.3% 89% False False 138,225
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-000
2.618 134-157
1.618 134-057
1.000 133-315
0.618 133-277
HIGH 133-215
0.618 133-177
0.500 133-165
0.382 133-153
LOW 133-115
0.618 133-053
1.000 133-015
1.618 132-273
2.618 132-173
4.250 132-010
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 133-178 133-175
PP 133-172 133-165
S1 133-165 133-155

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

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