ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 134-010 134-040 0-030 0.1% 133-290
High 134-115 134-045 -0-070 -0.2% 134-115
Low 133-300 133-250 -0-050 -0.1% 133-220
Close 134-060 133-290 -0-090 -0.2% 134-060
Range 0-135 0-115 -0-020 -14.8% 0-215
ATR 0-159 0-157 -0-002 -1.3% 0-000
Volume 948,380 585,943 -362,437 -38.2% 3,869,885
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 135-007 134-263 134-033
R3 134-212 134-148 134-002
R2 134-097 134-097 133-311
R1 134-033 134-033 133-301 134-008
PP 133-302 133-302 133-302 133-289
S1 133-238 133-238 133-279 133-212
S2 133-187 133-187 133-269
S3 133-072 133-123 133-258
S4 132-277 133-008 133-227
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 136-030 135-260 134-178
R3 135-135 135-045 134-119
R2 134-240 134-240 134-099
R1 134-150 134-150 134-080 134-195
PP 134-025 134-025 134-025 134-048
S1 133-255 133-255 134-040 133-300
S2 133-130 133-130 134-021
S3 132-235 133-040 134-001
S4 132-020 132-145 133-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-115 133-220 0-215 0.5% 0-122 0.3% 33% False False 848,463
10 134-115 132-200 1-235 1.3% 0-154 0.4% 74% False False 915,735
20 134-115 131-220 2-215 2.0% 0-159 0.4% 83% False False 880,469
40 134-115 131-220 2-215 2.0% 0-154 0.4% 83% False False 854,679
60 134-115 131-220 2-215 2.0% 0-169 0.4% 83% False False 868,946
80 134-115 131-030 3-085 2.4% 0-168 0.4% 86% False False 655,808
100 134-180 131-030 3-150 2.6% 0-151 0.4% 81% False False 524,733
120 134-180 131-030 3-150 2.6% 0-128 0.3% 81% False False 437,278
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-214
2.618 135-026
1.618 134-231
1.000 134-160
0.618 134-116
HIGH 134-045
0.618 134-001
0.500 133-308
0.382 133-294
LOW 133-250
0.618 133-179
1.000 133-135
1.618 133-064
2.618 132-269
4.250 132-081
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 133-308 134-022
PP 133-302 134-005
S1 133-296 133-308

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

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