ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 133-020 133-110 0-090 0.2% 133-150
High 133-115 133-125 0-010 0.0% 133-255
Low 132-260 132-265 0-005 0.0% 132-275
Close 133-070 133-085 0-015 0.0% 132-295
Range 0-175 0-180 0-005 2.9% 0-300
ATR 0-160 0-161 0-001 0.9% 0-000
Volume 839,163 1,007,180 168,017 20.0% 3,923,487
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-272 134-198 133-184
R3 134-092 134-018 133-134
R2 133-232 133-232 133-118
R1 133-158 133-158 133-102 133-105
PP 133-052 133-052 133-052 133-025
S1 132-298 132-298 133-068 132-245
S2 132-192 132-192 133-052
S3 132-012 132-118 133-036
S4 131-152 131-258 132-306
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 136-002 135-128 133-140
R3 135-022 134-148 133-058
R2 134-042 134-042 133-030
R1 133-168 133-168 133-002 133-115
PP 133-062 133-062 133-062 133-035
S1 132-188 132-188 132-268 132-135
S2 132-082 132-082 132-240
S3 131-102 131-208 132-212
S4 130-122 130-228 132-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-155 132-260 0-215 0.5% 0-162 0.4% 67% False False 750,532
10 133-270 132-260 1-010 0.8% 0-140 0.3% 44% False False 765,774
20 133-270 131-230 2-040 1.6% 0-159 0.4% 73% False False 813,485
40 133-270 131-030 2-240 2.1% 0-173 0.4% 79% False False 714,263
60 134-180 131-030 3-150 2.6% 0-167 0.4% 63% False False 477,563
80 134-180 131-030 3-150 2.6% 0-134 0.3% 63% False False 358,219
100 134-180 131-030 3-150 2.6% 0-112 0.3% 63% False False 286,576
120 134-180 129-230 4-270 3.6% 0-094 0.2% 73% False False 238,814
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-250
2.618 134-276
1.618 134-096
1.000 133-305
0.618 133-236
HIGH 133-125
0.618 133-056
0.500 133-035
0.382 133-014
LOW 132-265
0.618 132-154
1.000 132-085
1.618 131-294
2.618 131-114
4.250 130-140
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 133-068 133-068
PP 133-052 133-050
S1 133-035 133-032

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

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