ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 133-305 133-180 -0-125 -0.3% 133-290
High 134-005 133-230 -0-095 -0.2% 134-115
Low 133-165 133-100 -0-065 -0.2% 133-220
Close 133-195 133-125 -0-070 -0.2% 134-060
Range 0-160 0-130 -0-030 -18.8% 0-215
ATR 0-157 0-155 -0-002 -1.2% 0-000
Volume 967,574 825,576 -141,998 -14.7% 3,869,885
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-222 134-143 133-196
R3 134-092 134-013 133-161
R2 133-282 133-282 133-149
R1 133-203 133-203 133-137 133-178
PP 133-152 133-152 133-152 133-139
S1 133-073 133-073 133-113 133-048
S2 133-022 133-022 133-101
S3 132-212 132-263 133-089
S4 132-082 132-133 133-054
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
5 134-115 133-100 1-015 0.8% 0-130 0.3% 7% False True 848,732
10 134-115 133-100 1-015 0.8% 0-132 0.3% 7% False True 860,161
20 134-115 131-220 2-215 2.0% 0-160 0.4% 64% False False 880,289
40 134-115 131-220 2-215 2.0% 0-153 0.4% 64% False False 855,513
60 134-115 131-220 2-215 2.0% 0-169 0.4% 64% False False 882,648
80 134-115 131-030 3-085 2.4% 0-168 0.4% 70% False False 678,185
100 134-180 131-030 3-150 2.6% 0-152 0.4% 66% False False 542,664
120 134-180 131-030 3-150 2.6% 0-130 0.3% 66% False False 452,221
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
4.250 135-142
2.618 134-250
1.618 134-120
1.000 134-040
0.618 133-310
HIGH 133-230
0.618 133-180
0.500 133-165
0.382 133-150
LOW 133-100
0.618 133-020
1.000 132-290
1.618 132-210
2.618 132-080
4.250 131-188
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 133-165 133-232
PP 133-152 133-197
S1 133-138 133-161

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

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