ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 133-180 133-190 0-010 0.0% 132-225
High 133-220 133-255 0-035 0.1% 133-270
Low 133-125 133-165 0-040 0.1% 132-205
Close 133-205 133-235 0-030 0.1% 133-155
Range 0-095 0-090 -0-005 -5.3% 1-065
ATR 0-167 0-162 -0-006 -3.3% 0-000
Volume 645,787 770,031 124,244 19.2% 4,228,165
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-168 134-132 133-284
R3 134-078 134-042 133-260
R2 133-308 133-308 133-252
R1 133-272 133-272 133-243 133-290
PP 133-218 133-218 133-218 133-228
S1 133-182 133-182 133-227 133-200
S2 133-128 133-128 133-218
S3 133-038 133-092 133-210
S4 132-268 133-002 133-186
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
5 133-270 133-105 0-165 0.4% 0-107 0.3% 79% False False 823,710
10 133-270 132-080 1-190 1.2% 0-134 0.3% 93% False False 807,342
20 133-270 131-230 2-040 1.6% 0-185 0.4% 95% False False 919,838
40 133-270 131-030 2-240 2.1% 0-170 0.4% 96% False False 603,348
60 134-180 131-030 3-150 2.6% 0-157 0.4% 76% False False 402,733
80 134-180 131-030 3-150 2.6% 0-125 0.3% 76% False False 302,057
100 134-180 131-030 3-150 2.6% 0-103 0.2% 76% False False 241,646
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 134-318
2.618 134-171
1.618 134-081
1.000 134-025
0.618 133-311
HIGH 133-255
0.618 133-221
0.500 133-210
0.382 133-199
LOW 133-165
0.618 133-109
1.000 133-075
1.618 133-019
2.618 132-249
4.250 132-102
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 133-227 133-218
PP 133-218 133-202
S1 133-210 133-185

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

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