ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 132-005 131-290 -0-035 -0.1% 133-100
High 132-095 132-150 0-055 0.1% 133-130
Low 131-290 131-290 0-000 0.0% 131-290
Close 131-315 132-125 0-130 0.3% 132-125
Range 0-125 0-180 0-055 44.0% 1-160
ATR 0-163 0-164 0-001 0.8% 0-000
Volume 1,138,606 816,459 -322,147 -28.3% 4,713,329
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-302 133-233 132-224
R3 133-122 133-053 132-174
R2 132-262 132-262 132-158
R1 132-193 132-193 132-142 132-228
PP 132-082 132-082 132-082 132-099
S1 132-013 132-013 132-108 132-048
S2 131-222 131-222 132-092
S3 131-042 131-153 132-076
S4 130-182 130-293 132-026
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 137-022 136-073 133-069
R3 135-182 134-233 132-257
R2 134-022 134-022 132-213
R1 133-073 133-073 132-169 132-288
PP 132-182 132-182 132-182 132-129
S1 131-233 131-233 132-081 131-128
S2 131-022 131-022 132-037
S3 129-182 130-073 131-313
S4 128-022 128-233 131-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-130 131-290 1-160 1.1% 0-170 0.4% 32% False True 942,665
10 133-170 131-290 1-200 1.2% 0-160 0.4% 30% False True 818,680
20 133-270 131-290 1-300 1.5% 0-147 0.3% 25% False True 816,923
40 133-270 131-230 2-040 1.6% 0-173 0.4% 32% False False 846,376
60 134-010 131-030 2-300 2.2% 0-174 0.4% 44% False False 568,094
80 134-180 131-030 3-150 2.6% 0-147 0.3% 37% False False 426,168
100 134-180 131-030 3-150 2.6% 0-120 0.3% 37% False False 340,935
120 134-180 130-070 4-110 3.3% 0-102 0.2% 50% False False 284,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-275
2.618 133-301
1.618 133-121
1.000 133-010
0.618 132-261
HIGH 132-150
0.618 132-081
0.500 132-060
0.382 132-039
LOW 131-290
0.618 131-179
1.000 131-110
1.618 130-319
2.618 130-139
4.250 129-165
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 132-103 132-122
PP 132-082 132-120
S1 132-060 132-118

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

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