ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 133-190 133-195 0-005 0.0% 133-185
High 133-265 133-220 -0-045 -0.1% 134-010
Low 133-175 133-095 -0-080 -0.2% 133-085
Close 133-200 133-130 -0-070 -0.2% 133-180
Range 0-090 0-125 0-035 38.9% 0-245
ATR 0-123 0-123 0-000 0.1% 0-000
Volume 521,331 602,286 80,955 15.5% 4,221,720
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 134-203 134-132 133-199
R3 134-078 134-007 133-164
R2 133-273 133-273 133-153
R1 133-202 133-202 133-141 133-175
PP 133-148 133-148 133-148 133-135
S1 133-077 133-077 133-119 133-050
S2 133-023 133-023 133-107
S3 132-218 132-272 133-096
S4 132-093 132-147 133-061
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
5 134-010 133-095 0-235 0.6% 0-120 0.3% 15% False True 754,463
10 134-010 133-085 0-245 0.6% 0-111 0.3% 18% False False 797,851
20 134-010 132-250 1-080 0.9% 0-114 0.3% 50% False False 461,987
40 134-010 131-030 2-300 2.2% 0-125 0.3% 79% False False 232,520
60 134-010 131-030 2-300 2.2% 0-100 0.2% 79% False False 155,029
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-111
2.618 134-227
1.618 134-102
1.000 134-025
0.618 133-297
HIGH 133-220
0.618 133-172
0.500 133-158
0.382 133-143
LOW 133-095
0.618 133-018
1.000 132-290
1.618 132-213
2.618 132-088
4.250 131-204
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 133-158 133-202
PP 133-148 133-178
S1 133-139 133-154

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

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