ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 01-Oct-2012

Day Change Summary
	Previous	Current
	28-Sep-2012	01-Oct-2012	Change	Change %	Previous Week
Open	133-135	133-150	0-015	0.0%	132-225
High	133-270	133-215	-0-055	-0.1%	133-270
Low	133-115	133-115	0-000	0.0%	132-205
Close	133-155	133-185	0-030	0.1%	133-155
Range	0-155	0-100	-0-055	-35.5%	1-065
ATR	0-178	0-173	-0-006	-3.1%	0-000
Volume	983,347	765,522	-217,825	-22.2%	4,228,165

Daily Pivots for day following 01-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-152	134-108	133-240
R3	134-052	134-008	133-212
R2	133-272	133-272	133-203
R1	133-228	133-228	133-194	133-250
PP	133-172	133-172	133-172	133-182
S1	133-128	133-128	133-176	133-150
S2	133-072	133-072	133-167
S3	132-292	133-028	133-158
S4	132-192	132-248	133-130

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	132-235	1-035	0.8%	0-137	0.3%	76%	False	False	892,503
10	133-270	131-300	1-290	1.4%	0-150	0.3%	86%	False	False	829,030
20	133-270	131-230	2-040	1.6%	0-190	0.4%	88%	False	False	950,253
40	133-270	131-030	2-240	2.1%	0-174	0.4%	90%	False	False	568,077
60	134-180	131-030	3-150	2.6%	0-155	0.4%	72%	False	False	379,144
80	134-180	131-030	3-150	2.6%	0-123	0.3%	72%	False	False	284,359
100	134-180	130-270	3-230	2.8%	0-101	0.2%	74%	False	False	227,488

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-000
2.618	134-157
1.618	134-057
1.000	133-315
0.618	133-277
HIGH	133-215
0.618	133-177
0.500	133-165
0.382	133-153
LOW	133-115
0.618	133-053
1.000	133-015
1.618	132-273
2.618	132-173
4.250	132-010

Fisher Pivots for day following 01-Oct-2012
Pivot	1 day	3 day
R1	133-178	133-188
PP	133-172	133-187
S1	133-165	133-186

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