ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 132-235 132-270 0-035 0.1% 132-215
High 132-285 133-075 0-110 0.3% 133-020
Low 132-100 132-250 0-150 0.4% 132-100
Close 132-250 133-045 0-115 0.3% 132-250
Range 0-185 0-145 -0-040 -21.6% 0-240
ATR 0-167 0-166 -0-002 -0.9% 0-000
Volume 1,064,655 724,924 -339,731 -31.9% 3,514,915
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-132 134-073 133-125
R3 133-307 133-248 133-085
R2 133-162 133-162 133-072
R1 133-103 133-103 133-058 133-132
PP 133-017 133-017 133-017 133-031
S1 132-278 132-278 133-032 132-308
S2 132-192 132-192 133-018
S3 132-047 132-133 133-005
S4 131-222 131-308 132-285
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
5 133-075 132-100 0-295 0.7% 0-159 0.4% 90% True False 778,342
10 133-075 131-220 1-175 1.2% 0-164 0.4% 94% True False 845,203
20 133-170 131-220 1-270 1.4% 0-164 0.4% 79% False False 862,177
40 133-270 131-220 2-050 1.6% 0-166 0.4% 67% False False 855,740
60 133-270 131-030 2-240 2.1% 0-169 0.4% 74% False False 720,922
80 134-180 131-030 3-150 2.6% 0-162 0.4% 59% False False 541,420
100 134-180 131-030 3-150 2.6% 0-138 0.3% 59% False False 433,160
120 134-180 131-030 3-150 2.6% 0-117 0.3% 59% False False 360,967
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-051
2.618 134-135
1.618 133-310
1.000 133-220
0.618 133-165
HIGH 133-075
0.618 133-020
0.500 133-002
0.382 132-305
LOW 132-250
0.618 132-160
1.000 132-105
1.618 132-015
2.618 131-190
4.250 130-274
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 133-031 133-006
PP 133-017 132-287
S1 133-002 132-248

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

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