ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 133-200 133-135 -0-065 -0.2% 132-225
High 133-200 133-270 0-070 0.2% 133-270
Low 133-105 133-115 0-010 0.0% 132-205
Close 133-160 133-155 -0-005 0.0% 133-155
Range 0-095 0-155 0-060 63.2% 1-065
ATR 0-180 0-178 -0-002 -1.0% 0-000
Volume 953,865 983,347 29,482 3.1% 4,228,165
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 135-005 134-235 133-240
R3 134-170 134-080 133-198
R2 134-015 134-015 133-183
R1 133-245 133-245 133-169 133-290
PP 133-180 133-180 133-180 133-202
S1 133-090 133-090 133-141 133-135
S2 133-025 133-025 133-127
S3 132-190 132-255 133-112
S4 132-035 132-100 133-070
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 136-298 136-132 134-047
R3 135-233 135-067 133-261
R2 134-168 134-168 133-226
R1 134-002 134-002 133-190 134-085
PP 133-103 133-103 133-103 133-145
S1 132-257 132-257 133-120 133-020
S2 132-038 132-038 133-084
S3 130-293 131-192 133-049
S4 129-228 130-127 132-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-270 132-205 1-065 0.9% 0-143 0.3% 70% True False 845,633
10 133-270 131-235 2-035 1.6% 0-154 0.4% 83% True False 826,657
20 133-270 131-230 2-040 1.6% 0-200 0.5% 83% True False 962,655
40 133-270 131-030 2-240 2.1% 0-178 0.4% 87% True False 549,062
60 134-180 131-030 3-150 2.6% 0-154 0.4% 69% False False 366,385
80 134-180 131-030 3-150 2.6% 0-122 0.3% 69% False False 274,790
100 134-180 130-270 3-230 2.8% 0-100 0.2% 71% False False 219,833
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-289
2.618 135-036
1.618 134-201
1.000 134-105
0.618 134-046
HIGH 133-270
0.618 133-211
0.500 133-192
0.382 133-174
LOW 133-115
0.618 133-019
1.000 132-280
1.618 132-184
2.618 132-029
4.250 131-096
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 133-192 133-158
PP 133-180 133-157
S1 133-168 133-156

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

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