ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 132-305 132-235 -0-070 -0.2% 132-215
High 132-310 132-285 -0-025 -0.1% 133-020
Low 132-210 132-100 -0-110 -0.3% 132-100
Close 132-265 132-250 -0-015 0.0% 132-250
Range 0-100 0-185 0-085 85.0% 0-240
ATR 0-166 0-167 0-001 0.8% 0-000
Volume 815,160 1,064,655 249,495 30.6% 3,514,915
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-127 134-053 133-032
R3 133-262 133-188 132-301
R2 133-077 133-077 132-284
R1 133-003 133-003 132-267 133-040
PP 132-212 132-212 132-212 132-230
S1 132-138 132-138 132-233 132-175
S2 132-027 132-027 132-216
S3 131-162 131-273 132-199
S4 130-297 131-088 132-148
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-310 134-200 133-062
R3 134-070 133-280 132-316
R2 133-150 133-150 132-294
R1 133-040 133-040 132-272 133-095
PP 132-230 132-230 132-230 132-258
S1 132-120 132-120 132-228 132-175
S2 131-310 131-310 132-206
S3 131-070 131-200 132-184
S4 130-150 130-280 132-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-020 132-100 0-240 0.6% 0-151 0.4% 63% False True 702,983
10 133-020 131-220 1-120 1.0% 0-166 0.4% 80% False False 849,761
20 133-170 131-220 1-270 1.4% 0-163 0.4% 59% False False 834,220
40 133-270 131-220 2-050 1.6% 0-166 0.4% 51% False False 855,190
60 133-270 131-030 2-240 2.1% 0-169 0.4% 61% False False 709,044
80 134-180 131-030 3-150 2.6% 0-161 0.4% 49% False False 532,358
100 134-180 131-030 3-150 2.6% 0-136 0.3% 49% False False 425,911
120 134-180 131-030 3-150 2.6% 0-116 0.3% 49% False False 354,926
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-111
2.618 134-129
1.618 133-264
1.000 133-150
0.618 133-079
HIGH 132-285
0.618 132-214
0.500 132-192
0.382 132-171
LOW 132-100
0.618 131-306
1.000 131-235
1.618 131-121
2.618 130-256
4.250 129-274
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 132-231 132-240
PP 132-212 132-230
S1 132-192 132-220

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

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