ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 133-310 134-000 0-010 0.0% 132-270
High 134-035 134-050 0-015 0.0% 134-065
Low 133-220 133-260 0-040 0.1% 132-200
Close 134-015 134-010 -0-005 0.0% 133-290
Range 0-135 0-110 -0-025 -18.5% 1-185
ATR 0-164 0-160 -0-004 -2.4% 0-000
Volume 970,543 916,188 -54,355 -5.6% 5,426,453
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 135-010 134-280 134-070
R3 134-220 134-170 134-040
R2 134-110 134-110 134-030
R1 134-060 134-060 134-020 134-085
PP 134-000 134-000 134-000 134-012
S1 133-270 133-270 134-000 133-295
S2 133-210 133-210 133-310
S3 133-100 133-160 133-300
S4 132-310 133-050 133-270
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 138-100 137-220 134-248
R3 136-235 136-035 134-109
R2 135-050 135-050 134-063
R1 134-170 134-170 134-016 134-270
PP 133-185 133-185 133-185 133-235
S1 132-305 132-305 133-244 133-085
S2 132-000 132-000 133-197
S3 130-135 131-120 133-151
S4 128-270 129-255 133-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-065 133-220 0-165 0.4% 0-120 0.3% 67% False False 815,567
10 134-065 132-100 1-285 1.4% 0-162 0.4% 91% False False 941,261
20 134-065 131-220 2-165 1.9% 0-164 0.4% 93% False False 883,101
40 134-065 131-220 2-165 1.9% 0-155 0.4% 93% False False 848,112
60 134-065 131-220 2-165 1.9% 0-169 0.4% 93% False False 845,761
80 134-110 131-030 3-080 2.4% 0-171 0.4% 90% False False 636,647
100 134-180 131-030 3-150 2.6% 0-148 0.3% 85% False False 509,390
120 134-180 131-030 3-150 2.6% 0-125 0.3% 85% False False 424,492
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-198
2.618 135-018
1.618 134-228
1.000 134-160
0.618 134-118
HIGH 134-050
0.618 134-008
0.500 133-315
0.382 133-302
LOW 133-260
0.618 133-192
1.000 133-150
1.618 133-082
2.618 132-292
4.250 132-112
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 134-005 133-319
PP 134-000 133-308
S1 133-315 133-298

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

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