ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 133-170 133-245 0-075 0.2% 134-040
High 133-250 134-020 0-090 0.2% 134-045
Low 133-130 133-240 0-110 0.3% 133-090
Close 133-230 133-315 0-085 0.2% 133-105
Range 0-120 0-100 -0-020 -16.7% 0-275
ATR 0-147 0-145 -0-003 -1.8% 0-000
Volume 1,272,769 1,721,201 448,432 35.2% 2,783,984
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-278 134-237 134-050
R3 134-178 134-137 134-022
R2 134-078 134-078 134-013
R1 134-037 134-037 134-004 134-058
PP 133-298 133-298 133-298 133-309
S1 133-257 133-257 133-306 133-278
S2 133-198 133-198 133-297
S3 133-098 133-157 133-288
S4 132-318 133-057 133-260
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 136-052 135-193 133-256
R3 135-097 134-238 133-181
R2 134-142 134-142 133-155
R1 133-283 133-283 133-130 133-235
PP 133-187 133-187 133-187 133-162
S1 133-008 133-008 133-080 132-280
S2 132-232 132-232 133-055
S3 131-277 132-053 133-029
S4 131-002 131-098 132-274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-020 133-090 0-250 0.6% 0-116 0.3% 90% True False 1,043,001
10 134-115 133-090 1-025 0.8% 0-124 0.3% 65% False False 960,363
20 134-115 132-100 2-015 1.5% 0-146 0.3% 82% False False 946,985
40 134-115 131-220 2-215 2.0% 0-153 0.4% 86% False False 881,536
60 134-115 131-220 2-215 2.0% 0-164 0.4% 86% False False 895,890
80 134-115 131-030 3-085 2.4% 0-163 0.4% 89% False False 732,845
100 134-180 131-030 3-150 2.6% 0-155 0.4% 83% False False 586,554
120 134-180 131-030 3-150 2.6% 0-134 0.3% 83% False False 488,800
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 0-027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-125
2.618 134-282
1.618 134-182
1.000 134-120
0.618 134-082
HIGH 134-020
0.618 133-302
0.500 133-290
0.382 133-278
LOW 133-240
0.618 133-178
1.000 133-140
1.618 133-078
2.618 132-298
4.250 132-135
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 133-307 133-282
PP 133-298 133-248
S1 133-290 133-215

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

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