ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 132-045 132-125 0-080 0.2% 132-245
High 132-205 132-150 -0-055 -0.1% 132-245
Low 132-020 132-080 0-060 0.1% 131-255
Close 132-155 132-105 -0-050 -0.1% 132-155
Range 0-185 0-070 -0-115 -62.2% 0-310
ATR 0-137 0-133 -0-004 -3.2% 0-000
Volume 706,935 74,527 -632,408 -89.5% 4,818,066
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 133-002 132-283 132-144
R3 132-252 132-213 132-124
R2 132-182 132-182 132-118
R1 132-143 132-143 132-111 132-128
PP 132-112 132-112 132-112 132-104
S1 132-073 132-073 132-099 132-058
S2 132-042 132-042 132-092
S3 131-292 132-003 132-086
S4 131-222 131-253 132-066
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-082 134-268 133-006
R3 134-092 133-278 132-240
R2 133-102 133-102 132-212
R1 132-288 132-288 132-183 132-200
PP 132-112 132-112 132-112 132-068
S1 131-298 131-298 132-127 131-210
S2 131-122 131-122 132-098
S3 130-132 130-308 132-070
S4 129-142 129-318 131-304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-205 131-255 0-270 0.6% 0-136 0.3% 63% False False 813,523
10 133-220 131-255 1-285 1.4% 0-144 0.3% 28% False False 887,050
20 134-010 131-255 2-075 1.7% 0-127 0.3% 24% False False 841,822
40 134-010 131-250 2-080 1.7% 0-129 0.3% 24% False False 439,071
60 134-010 131-030 2-300 2.2% 0-118 0.3% 42% False False 292,828
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 133-128
2.618 133-013
1.618 132-263
1.000 132-220
0.618 132-193
HIGH 132-150
0.618 132-123
0.500 132-115
0.382 132-107
LOW 132-080
0.618 132-037
1.000 132-010
1.618 131-287
2.618 131-217
4.250 131-102
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 132-115 132-112
PP 132-112 132-110
S1 132-108 132-108

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

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