ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 132-245 132-100 -0-145 -0.3% 133-190
High 132-245 132-125 -0-120 -0.3% 133-265
Low 132-085 131-255 -0-150 -0.4% 132-170
Close 132-125 131-300 -0-145 -0.3% 132-255
Range 0-160 0-190 0-030 18.8% 1-095
ATR 0-132 0-137 0-004 3.1% 0-000
Volume 824,976 1,197,143 372,167 45.1% 4,499,243
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 133-263 133-152 132-084
R3 133-073 132-282 132-032
R2 132-203 132-203 132-015
R1 132-092 132-092 131-317 132-052
PP 132-013 132-013 132-013 131-314
S1 131-222 131-222 131-283 131-182
S2 131-143 131-143 131-265
S3 130-273 131-032 131-248
S4 130-083 130-162 131-196
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
5 133-175 131-255 1-240 1.3% 0-164 0.4% 8% False True 1,079,549
10 134-010 131-255 2-075 1.7% 0-142 0.3% 6% False True 917,006
20 134-010 131-255 2-075 1.7% 0-127 0.3% 6% False True 728,879
40 134-010 131-030 2-300 2.2% 0-131 0.3% 29% False False 367,410
60 134-010 131-030 2-300 2.2% 0-113 0.3% 29% False False 244,990
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 0-029
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 134-292
2.618 133-302
1.618 133-112
1.000 132-315
0.618 132-242
HIGH 132-125
0.618 132-052
0.500 132-030
0.382 132-008
LOW 131-255
0.618 131-138
1.000 131-065
1.618 130-268
2.618 130-078
4.250 129-088
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 132-030 132-110
PP 132-013 132-067
S1 131-317 132-023

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

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