ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 131-300 132-130 0-150 0.4% 133-100
High 132-145 132-160 0-015 0.0% 133-130
Low 131-295 132-050 0-075 0.2% 131-290
Close 132-120 132-120 0-000 0.0% 132-125
Range 0-170 0-110 -0-060 -35.3% 1-160
ATR 0-164 0-160 -0-004 -2.4% 0-000
Volume 854,351 942,403 88,052 10.3% 4,713,329
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-120 133-070 132-180
R3 133-010 132-280 132-150
R2 132-220 132-220 132-140
R1 132-170 132-170 132-130 132-140
PP 132-110 132-110 132-110 132-095
S1 132-060 132-060 132-110 132-030
S2 132-000 132-000 132-100
S3 131-210 131-270 132-090
S4 131-100 131-160 132-060
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
5 132-160 131-290 0-190 0.4% 0-149 0.4% 79% True False 904,464
10 133-170 131-290 1-200 1.2% 0-161 0.4% 29% False False 901,033
20 133-270 131-290 1-300 1.5% 0-146 0.3% 24% False False 830,738
40 133-270 131-230 2-040 1.6% 0-174 0.4% 31% False False 883,828
60 133-280 131-030 2-250 2.1% 0-171 0.4% 46% False False 610,817
80 134-180 131-030 3-150 2.6% 0-150 0.4% 37% False False 458,258
100 134-180 131-030 3-150 2.6% 0-124 0.3% 37% False False 366,608
120 134-180 130-230 3-270 2.9% 0-106 0.2% 43% False False 305,507
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-022
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133-308
2.618 133-128
1.618 133-018
1.000 132-270
0.618 132-228
HIGH 132-160
0.618 132-118
0.500 132-105
0.382 132-092
LOW 132-050
0.618 131-302
1.000 131-260
1.618 131-192
2.618 131-082
4.250 130-222
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 132-115 132-102
PP 132-110 132-085
S1 132-105 132-068

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

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