ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 132-210 132-245 0-035 0.1% 133-190
High 132-285 132-245 -0-040 -0.1% 133-265
Low 132-170 132-085 -0-085 -0.2% 132-170
Close 132-255 132-125 -0-130 -0.3% 132-255
Range 0-115 0-160 0-045 39.1% 1-095
ATR 0-130 0-132 0-003 2.2% 0-000
Volume 856,378 824,976 -31,402 -3.7% 4,499,243
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 133-312 133-218 132-213
R3 133-152 133-058 132-169
R2 132-312 132-312 132-154
R1 132-218 132-218 132-140 132-185
PP 132-152 132-152 132-152 132-135
S1 132-058 132-058 132-110 132-025
S2 131-312 131-312 132-096
S3 131-152 131-218 132-081
S4 130-312 131-058 132-037
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 136-302 136-053 133-163
R3 135-207 134-278 133-049
R2 134-112 134-112 133-011
R1 133-183 133-183 132-293 133-100
PP 133-017 133-017 133-017 132-295
S1 132-088 132-088 132-217 132-005
S2 131-242 131-242 132-179
S3 130-147 130-313 132-141
S4 129-052 129-218 132-027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-220 132-085 1-135 1.1% 0-151 0.4% 9% False True 960,577
10 134-010 132-085 1-245 1.3% 0-133 0.3% 7% False True 873,501
20 134-010 132-085 1-245 1.3% 0-123 0.3% 7% False True 669,864
40 134-010 131-030 2-300 2.2% 0-129 0.3% 44% False False 337,514
60 134-010 131-030 2-300 2.2% 0-110 0.3% 44% False False 225,038
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 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-285
2.618 134-024
1.618 133-184
1.000 133-085
0.618 133-024
HIGH 132-245
0.618 132-184
0.500 132-165
0.382 132-146
LOW 132-085
0.618 131-306
1.000 131-245
1.618 131-146
2.618 130-306
4.250 130-045
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 132-165 132-230
PP 132-152 132-195
S1 132-138 132-160

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

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