ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 29-Nov-2012

Day Change Summary
	Previous	Current
	28-Nov-2012	29-Nov-2012	Change	Change %	Previous Week
Open	133-245	133-280	0-035	0.1%	134-040
High	134-020	134-030	0-010	0.0%	134-045
Low	133-240	133-250	0-010	0.0%	133-090
Close	133-315	134-005	0-010	0.0%	133-105
Range	0-100	0-100	0-000	0.0%	0-275
ATR	0-145	0-142	-0-003	-2.2%	0-000
Volume	1,721,201	1,124,410	-596,791	-34.7%	2,783,984

Daily Pivots for day following 29-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-288	134-247	134-060
R3	134-188	134-147	134-032
R2	134-088	134-088	134-023
R1	134-047	134-047	134-014	134-068
PP	133-308	133-308	133-308	133-319
S1	133-267	133-267	133-316	133-288
S2	133-208	133-208	133-307
S3	133-108	133-167	133-298
S4	133-008	133-067	133-270

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	134-030	133-090	0-260	0.6%	0-110	0.3%	90%	True	False	1,102,767
10	134-115	133-090	1-025	0.8%	0-120	0.3%	68%	False	False	975,750
20	134-115	132-100	2-015	1.5%	0-141	0.3%	83%	False	False	953,454
40	134-115	131-220	2-215	2.0%	0-153	0.4%	87%	False	False	890,395
60	134-115	131-220	2-215	2.0%	0-164	0.4%	87%	False	False	900,210
80	134-115	131-030	3-085	2.4%	0-161	0.4%	89%	False	False	746,872
100	134-180	131-030	3-150	2.6%	0-155	0.4%	84%	False	False	597,798
120	134-180	131-030	3-150	2.6%	0-135	0.3%	84%	False	False	498,170

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026

Fibonacci Retracements and Extensions
4.250	135-135
2.618	134-292
1.618	134-192
1.000	134-130
0.618	134-092
HIGH	134-030
0.618	133-312
0.500	133-300
0.382	133-288
LOW	133-250
0.618	133-188
1.000	133-150
1.618	133-088
2.618	132-308
4.250	132-145

Fisher Pivots for day following 29-Nov-2012
Pivot	1 day	3 day
R1	133-317	133-297
PP	133-308	133-268
S1	133-300	133-240

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols