ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 133-195 133-255 0-060 0.1% 132-270
High 133-295 134-010 0-035 0.1% 133-225
Low 133-160 133-240 0-080 0.2% 132-250
Close 133-255 133-280 0-025 0.1% 133-205
Range 0-135 0-090 -0-045 -33.3% 0-295
ATR 0-125 0-123 -0-003 -2.0% 0-000
Volume 883,312 701,629 -181,683 -20.6% 3,678,867
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 134-233 134-187 134-010
R3 134-143 134-097 133-305
R2 134-053 134-053 133-296
R1 134-007 134-007 133-288 134-030
PP 133-283 133-283 133-283 133-295
S1 133-237 133-237 133-272 133-260
S2 133-193 133-193 133-264
S3 133-103 133-147 133-255
S4 133-013 133-057 133-230
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
5 134-010 133-085 0-245 0.6% 0-107 0.2% 80% True False 793,556
10 134-010 132-250 1-080 0.9% 0-108 0.3% 88% True False 690,796
20 134-010 132-250 1-080 0.9% 0-115 0.3% 88% True False 353,897
40 134-010 131-030 2-300 2.2% 0-123 0.3% 95% True False 177,848
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-026
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 135-072
2.618 134-246
1.618 134-156
1.000 134-100
0.618 134-066
HIGH 134-010
0.618 133-296
0.500 133-285
0.382 133-274
LOW 133-240
0.618 133-184
1.000 133-150
1.618 133-094
2.618 133-004
4.250 132-178
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 133-285 133-261
PP 133-283 133-242
S1 133-282 133-222

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

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