ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 132-120 131-300 -0-140 -0.3% 133-100
High 132-135 132-145 0-010 0.0% 133-130
Low 131-295 131-295 0-000 0.0% 131-290
Close 132-035 132-120 0-085 0.2% 132-125
Range 0-160 0-170 0-010 6.3% 1-160
ATR 0-164 0-164 0-000 0.3% 0-000
Volume 770,503 854,351 83,848 10.9% 4,713,329
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-270 133-205 132-214
R3 133-100 133-035 132-167
R2 132-250 132-250 132-151
R1 132-185 132-185 132-136 132-218
PP 132-080 132-080 132-080 132-096
S1 132-015 132-015 132-104 132-048
S2 131-230 131-230 132-089
S3 131-060 131-165 132-073
S4 130-210 130-315 132-026
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
5 132-265 131-290 0-295 0.7% 0-180 0.4% 51% False False 961,737
10 133-170 131-290 1-200 1.2% 0-168 0.4% 29% False False 890,709
20 133-270 131-290 1-300 1.5% 0-149 0.4% 24% False False 826,776
40 133-270 131-230 2-040 1.6% 0-174 0.4% 31% False False 877,166
60 133-280 131-030 2-250 2.1% 0-172 0.4% 46% False False 595,138
80 134-180 131-030 3-150 2.6% 0-149 0.4% 37% False False 446,478
100 134-180 131-030 3-150 2.6% 0-123 0.3% 37% False False 357,184
120 134-180 130-230 3-270 2.9% 0-105 0.2% 43% False False 297,653
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 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-228
2.618 133-270
1.618 133-100
1.000 132-315
0.618 132-250
HIGH 132-145
0.618 132-080
0.500 132-060
0.382 132-040
LOW 131-295
0.618 131-190
1.000 131-125
1.618 131-020
2.618 130-170
4.250 129-212
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 132-100 132-100
PP 132-080 132-080
S1 132-060 132-060

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

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