ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 132-205 132-305 0-100 0.2% 132-120
High 133-020 132-310 -0-030 -0.1% 132-195
Low 132-125 132-210 0-085 0.2% 131-220
Close 133-010 132-265 -0-065 -0.2% 132-180
Range 0-215 0-100 -0-115 -53.5% 0-295
ATR 0-169 0-166 -0-004 -2.1% 0-000
Volume 995,044 815,160 -179,884 -18.1% 4,982,695
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 133-242 133-193 133-000
R3 133-142 133-093 132-292
R2 133-042 133-042 132-283
R1 132-313 132-313 132-274 132-288
PP 132-262 132-262 132-262 132-249
S1 132-213 132-213 132-256 132-188
S2 132-162 132-162 132-247
S3 132-062 132-113 132-238
S4 131-282 132-013 132-210
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
5 133-020 131-250 1-090 1.0% 0-167 0.4% 82% False False 714,435
10 133-020 131-220 1-120 1.0% 0-165 0.4% 83% False False 824,941
20 133-170 131-220 1-270 1.4% 0-164 0.4% 62% False False 831,075
40 133-270 131-220 2-050 1.6% 0-172 0.4% 53% False False 866,139
60 133-270 131-030 2-240 2.1% 0-168 0.4% 63% False False 691,386
80 134-180 131-030 3-150 2.6% 0-158 0.4% 50% False False 519,054
100 134-180 131-030 3-150 2.6% 0-134 0.3% 50% False False 415,265
120 134-180 131-030 3-150 2.6% 0-114 0.3% 50% False False 346,054
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 134-095
2.618 133-252
1.618 133-152
1.000 133-090
0.618 133-052
HIGH 132-310
0.618 132-272
0.500 132-260
0.382 132-248
LOW 132-210
0.618 132-148
1.000 132-110
1.618 132-048
2.618 131-268
4.250 131-105
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 132-263 132-254
PP 132-262 132-243
S1 132-260 132-232

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

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