ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 133-165 133-195 0-030 0.1% 132-270
High 133-215 133-295 0-080 0.2% 133-225
Low 133-115 133-160 0-045 0.1% 132-250
Close 133-185 133-255 0-070 0.2% 133-205
Range 0-100 0-135 0-035 35.0% 0-295
ATR 0-125 0-125 0-001 0.6% 0-000
Volume 762,091 883,312 121,221 15.9% 3,678,867
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-002 134-263 134-009
R3 134-187 134-128 133-292
R2 134-052 134-052 133-280
R1 133-313 133-313 133-267 134-022
PP 133-237 133-237 133-237 133-251
S1 133-178 133-178 133-243 133-208
S2 133-102 133-102 133-230
S3 132-287 133-043 133-218
S4 132-152 132-228 133-181
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
5 133-295 133-085 0-210 0.5% 0-109 0.3% 81% True False 803,770
10 133-295 132-250 1-045 0.9% 0-111 0.3% 89% True False 626,376
20 133-295 132-080 1-215 1.2% 0-126 0.3% 93% True False 319,056
40 133-295 131-030 2-265 2.1% 0-125 0.3% 96% True False 160,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 135-229
2.618 135-008
1.618 134-193
1.000 134-110
0.618 134-058
HIGH 133-295
0.618 133-243
0.500 133-228
0.382 133-212
LOW 133-160
0.618 133-077
1.000 133-025
1.618 132-262
2.618 132-127
4.250 131-226
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 133-246 133-233
PP 133-237 133-212
S1 133-228 133-190

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

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