ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 132-100 132-005 -0-095 -0.2% 133-190
High 132-125 132-110 -0-015 0.0% 133-265
Low 131-255 131-280 0-025 0.1% 132-170
Close 131-300 132-050 0-070 0.2% 132-255
Range 0-190 0-150 -0-040 -21.1% 1-095
ATR 0-137 0-137 0-001 0.7% 0-000
Volume 1,197,143 1,131,712 -65,431 -5.5% 4,499,243
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 133-170 133-100 132-132
R3 133-020 132-270 132-091
R2 132-190 132-190 132-078
R1 132-120 132-120 132-064 132-155
PP 132-040 132-040 132-040 132-058
S1 131-290 131-290 132-036 132-005
S2 131-210 131-210 132-022
S3 131-060 131-140 132-009
S4 130-230 130-310 131-288
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
5 133-055 131-255 1-120 1.0% 0-157 0.4% 26% False False 1,064,368
10 134-010 131-255 2-075 1.7% 0-144 0.3% 16% False False 941,846
20 134-010 131-255 2-075 1.7% 0-127 0.3% 16% False False 784,111
40 134-010 131-030 2-300 2.2% 0-132 0.3% 36% False False 395,698
60 134-010 131-030 2-300 2.2% 0-116 0.3% 36% False False 263,852
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-108
2.618 133-183
1.618 133-033
1.000 132-260
0.618 132-203
HIGH 132-110
0.618 132-053
0.500 132-035
0.382 132-017
LOW 131-280
0.618 131-187
1.000 131-130
1.618 131-037
2.618 130-207
4.250 129-282
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 132-045 132-090
PP 132-040 132-077
S1 132-035 132-063

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

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