ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 132-250 132-005 -0-245 -0.6% 132-285
High 132-265 132-095 -0-170 -0.4% 133-170
Low 132-000 131-290 -0-030 -0.1% 132-260
Close 132-025 131-315 -0-030 -0.1% 133-100
Range 0-265 0-125 -0-140 -52.8% 0-230
ATR 0-166 0-163 -0-003 -1.8% 0-000
Volume 1,228,766 1,138,606 -90,160 -7.3% 3,473,480
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-075 133-000 132-064
R3 132-270 132-195 132-029
R2 132-145 132-145 132-018
R1 132-070 132-070 132-006 132-045
PP 132-020 132-020 132-020 132-008
S1 131-265 131-265 131-304 131-240
S2 131-215 131-215 131-292
S3 131-090 131-140 131-281
S4 130-285 131-015 131-246
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 135-120 135-020 133-226
R3 134-210 134-110 133-163
R2 133-300 133-300 133-142
R1 133-200 133-200 133-121 133-250
PP 133-070 133-070 133-070 133-095
S1 132-290 132-290 133-079 133-020
S2 132-160 132-160 133-058
S3 131-250 132-060 133-037
S4 131-020 131-150 132-294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-170 131-290 1-200 1.2% 0-162 0.4% 5% False True 923,888
10 133-170 131-290 1-200 1.2% 0-162 0.4% 5% False True 837,210
20 133-270 131-290 1-300 1.5% 0-146 0.3% 4% False True 813,123
40 133-270 131-230 2-040 1.6% 0-172 0.4% 13% False False 827,092
60 134-110 131-030 3-080 2.5% 0-173 0.4% 27% False False 554,495
80 134-180 131-030 3-150 2.6% 0-144 0.3% 26% False False 415,962
100 134-180 131-030 3-150 2.6% 0-118 0.3% 26% False False 332,771
120 134-180 130-000 4-180 3.5% 0-100 0.2% 43% False False 277,309
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-306
2.618 133-102
1.618 132-297
1.000 132-220
0.618 132-172
HIGH 132-095
0.618 132-047
0.500 132-032
0.382 132-018
LOW 131-290
0.618 131-213
1.000 131-165
1.618 131-088
2.618 130-283
4.250 130-079
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 132-032 132-200
PP 132-020 132-132
S1 132-008 132-063

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

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