ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 133-115 133-020 -0-095 -0.2% 133-185
High 133-175 133-055 -0-120 -0.3% 134-010
Low 132-310 132-205 -0-105 -0.2% 133-085
Close 133-020 132-235 -0-105 -0.2% 133-180
Range 0-185 0-170 -0-015 -8.1% 0-245
ATR 0-128 0-131 0-003 2.4% 0-000
Volume 1,207,617 1,311,631 104,014 8.6% 4,221,720
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 134-142 134-038 133-008
R3 133-292 133-188 132-282
R2 133-122 133-122 132-266
R1 133-018 133-018 132-251 132-305
PP 132-272 132-272 132-272 132-255
S1 132-168 132-168 132-219 132-135
S2 132-102 132-102 132-204
S3 131-252 131-318 132-188
S4 131-082 131-148 132-142
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
5 133-310 132-205 1-105 1.0% 0-146 0.3% 7% False True 941,325
10 134-010 132-205 1-125 1.0% 0-126 0.3% 7% False True 867,441
20 134-010 132-205 1-125 1.0% 0-120 0.3% 7% False True 587,511
40 134-010 131-030 2-300 2.2% 0-128 0.3% 56% False False 295,500
60 134-010 131-030 2-300 2.2% 0-106 0.2% 56% False False 197,016
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-138
2.618 134-180
1.618 134-010
1.000 133-225
0.618 133-160
HIGH 133-055
0.618 132-310
0.500 132-290
0.382 132-270
LOW 132-205
0.618 132-100
1.000 132-035
1.618 131-250
2.618 131-080
4.250 130-122
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 132-290 133-052
PP 132-272 133-007
S1 132-253 132-281

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

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