ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 133-070 133-200 0-130 0.3% 131-265
High 133-215 133-200 -0-015 0.0% 132-280
Low 133-045 133-105 0-060 0.1% 131-235
Close 133-205 133-160 -0-045 -0.1% 132-215
Range 0-170 0-095 -0-075 -44.1% 1-045
ATR 0-186 0-180 -0-006 -3.3% 0-000
Volume 863,167 953,865 90,698 10.5% 4,038,409
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 134-120 134-075 133-212
R3 134-025 133-300 133-186
R2 133-250 133-250 133-177
R1 133-205 133-205 133-169 133-180
PP 133-155 133-155 133-155 133-142
S1 133-110 133-110 133-151 133-085
S2 133-060 133-060 133-143
S3 132-285 133-015 133-134
S4 132-190 132-240 133-108
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 135-272 135-128 133-096
R3 134-227 134-083 132-315
R2 133-182 133-182 132-282
R1 133-038 133-038 132-248 133-110
PP 132-137 132-137 132-137 132-172
S1 131-313 131-313 132-182 132-065
S2 131-092 131-092 132-148
S3 130-047 130-268 132-115
S4 129-002 129-223 132-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-215 132-080 1-135 1.1% 0-145 0.3% 88% False False 797,057
10 133-215 131-230 1-305 1.5% 0-178 0.4% 91% False False 861,197
20 133-265 131-230 2-035 1.6% 0-201 0.5% 84% False False 938,412
40 133-280 131-030 2-250 2.1% 0-181 0.4% 87% False False 524,573
60 134-180 131-030 3-150 2.6% 0-152 0.4% 69% False False 349,996
80 134-180 131-030 3-150 2.6% 0-120 0.3% 69% False False 262,499
100 134-180 130-270 3-230 2.8% 0-098 0.2% 71% False False 209,999
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 0-032
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 134-284
2.618 134-129
1.618 134-034
1.000 133-295
0.618 133-259
HIGH 133-200
0.618 133-164
0.500 133-152
0.382 133-141
LOW 133-105
0.618 133-046
1.000 133-010
1.618 132-271
2.618 132-176
4.250 132-021
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 133-158 133-128
PP 133-155 133-097
S1 133-152 133-065

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

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