ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 133-255 133-270 0-015 0.0% 133-185
High 134-010 133-310 -0-020 0.0% 134-010
Low 133-240 133-150 -0-090 -0.2% 133-085
Close 133-280 133-180 -0-100 -0.2% 133-180
Range 0-090 0-160 0-070 77.8% 0-245
ATR 0-123 0-126 0-003 2.2% 0-000
Volume 701,629 1,063,761 362,132 51.6% 4,221,720
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-053 134-277 133-268
R3 134-213 134-117 133-224
R2 134-053 134-053 133-209
R1 133-277 133-277 133-195 133-245
PP 133-213 133-213 133-213 133-198
S1 133-117 133-117 133-165 133-085
S2 133-053 133-053 133-151
S3 132-213 132-277 133-136
S4 132-053 132-117 133-092
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-293 135-162 133-315
R3 135-048 134-237 133-247
R2 134-123 134-123 133-225
R1 133-312 133-312 133-202 133-255
PP 133-198 133-198 133-198 133-170
S1 133-067 133-067 133-158 133-010
S2 132-273 132-273 133-135
S3 132-028 132-142 133-113
S4 131-103 131-217 133-045
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% 0-120 0.3% 39% False False 844,344
10 134-010 132-250 1-080 0.9% 0-116 0.3% 63% False False 790,058
20 134-010 132-250 1-080 0.9% 0-114 0.3% 63% False False 406,726
40 134-010 131-030 2-300 2.2% 0-123 0.3% 84% False False 204,438
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 0-030
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 136-030
2.618 135-089
1.618 134-249
1.000 134-150
0.618 134-089
HIGH 133-310
0.618 133-249
0.500 133-230
0.382 133-211
LOW 133-150
0.618 133-051
1.000 132-310
1.618 132-211
2.618 132-051
4.250 131-110
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 133-230 133-240
PP 133-213 133-220
S1 133-197 133-200

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

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