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

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

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