ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 19-Nov-2012

Day Change Summary
	Previous	Current
	16-Nov-2012	19-Nov-2012	Change	Change %	Previous Week
Open	133-170	133-190	0-020	0.0%	133-130
High	133-280	133-190	-0-090	-0.2%	133-280
Low	133-150	133-090	-0-060	-0.1%	133-070
Close	133-230	133-130	-0-100	-0.2%	133-230
Range	0-130	0-100	-0-030	-23.1%	0-210
ATR	0-138	0-138	0-000	0.1%	0-000
Volume	21,602	16,848	-4,754	-22.0%	54,469

Daily Pivots for day following 19-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-117	134-063	133-185
R3	134-017	133-283	133-158
R2	133-237	133-237	133-148
R1	133-183	133-183	133-139	133-160
PP	133-137	133-137	133-137	133-125
S1	133-083	133-083	133-121	133-060
S2	133-037	133-037	133-112
S3	132-257	132-303	133-102
S4	132-157	132-203	133-075

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-183	135-097	134-026
R3	134-293	134-207	133-288
R2	134-083	134-083	133-268
R1	133-317	133-317	133-249	134-040
PP	133-193	133-193	133-193	133-215
S1	133-107	133-107	133-211	133-150
S2	132-303	132-303	133-192
S3	132-093	132-217	133-172
S4	131-203	132-007	133-114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-280	133-070	0-210	0.5%	0-110	0.3%	29%	False	False	11,982
10	133-280	132-020	1-260	1.4%	0-140	0.3%	74%	False	False	9,572
20	133-280	131-030	2-250	2.1%	0-135	0.3%	83%	False	False	5,942
40	133-280	131-030	2-250	2.1%	0-106	0.2%	83%	False	False	3,046

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	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-295
2.618	134-132
1.618	134-032
1.000	133-290
0.618	133-252
HIGH	133-190
0.618	133-152
0.500	133-140
0.382	133-128
LOW	133-090
0.618	133-028
1.000	132-310
1.618	132-248
2.618	132-148
4.250	131-305

Fisher Pivots for day following 19-Nov-2012
Pivot	1 day	3 day
R1	133-140	133-185
PP	133-137	133-167
S1	133-133	133-148

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols