ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 131-290 132-120 0-150 0.4% 133-100
High 132-150 132-135 -0-015 0.0% 133-130
Low 131-290 131-295 0-005 0.0% 131-290
Close 132-125 132-035 -0-090 -0.2% 132-125
Range 0-180 0-160 -0-020 -11.1% 1-160
ATR 0-164 0-164 0-000 -0.2% 0-000
Volume 816,459 770,503 -45,956 -5.6% 4,713,329
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-208 133-122 132-123
R3 133-048 132-282 132-079
R2 132-208 132-208 132-064
R1 132-122 132-122 132-050 132-085
PP 132-048 132-048 132-048 132-030
S1 131-282 131-282 132-020 131-245
S2 131-208 131-208 132-006
S3 131-048 131-122 131-311
S4 130-208 130-282 131-267
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
5 133-110 131-290 1-140 1.1% 0-181 0.4% 14% False False 972,222
10 133-170 131-290 1-200 1.2% 0-164 0.4% 13% False False 879,151
20 133-270 131-290 1-300 1.5% 0-149 0.4% 10% False False 828,889
40 133-270 131-230 2-040 1.6% 0-173 0.4% 18% False False 863,185
60 133-280 131-030 2-250 2.1% 0-171 0.4% 37% False False 580,921
80 134-180 131-030 3-150 2.6% 0-149 0.4% 29% False False 435,799
100 134-180 131-030 3-150 2.6% 0-121 0.3% 29% False False 348,640
120 134-180 130-080 4-100 3.3% 0-103 0.2% 43% False False 290,534
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-175
2.618 133-234
1.618 133-074
1.000 132-295
0.618 132-234
HIGH 132-135
0.618 132-074
0.500 132-055
0.382 132-036
LOW 131-295
0.618 131-196
1.000 131-135
1.618 131-036
2.618 130-196
4.250 129-255
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 132-055 132-060
PP 132-048 132-052
S1 132-042 132-043

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

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