ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 131-280 132-215 0-255 0.6% 132-120
High 132-195 132-280 0-085 0.2% 132-195
Low 131-250 132-175 0-245 0.6% 131-220
Close 132-180 132-250 0-070 0.2% 132-180
Range 0-265 0-105 -0-160 -60.4% 0-295
ATR 0-172 0-167 -0-005 -2.8% 0-000
Volume 1,121,916 348,127 -773,789 -69.0% 4,982,695
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-230 133-185 132-308
R3 133-125 133-080 132-279
R2 133-020 133-020 132-269
R1 132-295 132-295 132-260 132-318
PP 132-235 132-235 132-235 132-246
S1 132-190 132-190 132-240 132-212
S2 132-130 132-130 132-231
S3 132-025 132-085 132-221
S4 131-240 131-300 132-192
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 135-017 134-233 133-022
R3 134-042 133-258 132-261
R2 133-067 133-067 132-234
R1 132-283 132-283 132-207 133-015
PP 132-092 132-092 132-092 132-118
S1 131-308 131-308 132-153 132-040
S2 131-117 131-117 132-126
S3 130-142 131-013 132-099
S4 129-167 130-038 132-018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-280 131-220 1-060 0.9% 0-169 0.4% 92% True False 912,063
10 133-110 131-220 1-210 1.2% 0-175 0.4% 66% False False 942,143
20 133-255 131-220 2-035 1.6% 0-157 0.4% 52% False False 833,779
40 133-270 131-220 2-050 1.6% 0-173 0.4% 51% False False 892,016
60 133-270 131-030 2-240 2.1% 0-168 0.4% 61% False False 656,645
80 134-180 131-030 3-150 2.6% 0-155 0.4% 49% False False 492,803
100 134-180 131-030 3-150 2.6% 0-130 0.3% 49% False False 394,243
120 134-180 130-270 3-230 2.8% 0-110 0.3% 52% False False 328,536
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 0-019
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 134-086
2.618 133-235
1.618 133-130
1.000 133-065
0.618 133-025
HIGH 132-280
0.618 132-240
0.500 132-228
0.382 132-215
LOW 132-175
0.618 132-110
1.000 132-070
1.618 132-005
2.618 131-220
4.250 131-049
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 132-242 132-197
PP 132-235 132-143
S1 132-228 132-090

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

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