ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 134-010 134-015 0-005 0.0% 133-100
High 134-060 134-040 -0-020 0.0% 134-060
Low 133-290 133-245 -0-045 -0.1% 133-090
Close 134-040 133-310 -0-050 -0.1% 134-040
Range 0-090 0-115 0-025 27.8% 0-290
ATR 0-138 0-136 -0-002 -1.2% 0-000
Volume 248,557 105,659 -142,898 -57.5% 5,357,505
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-010 134-275 134-053
R3 134-215 134-160 134-022
R2 134-100 134-100 134-011
R1 134-045 134-045 134-001 134-015
PP 133-305 133-305 133-305 133-290
S1 133-250 133-250 133-299 133-220
S2 133-190 133-190 133-289
S3 133-075 133-135 133-278
S4 132-280 133-020 133-247
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 136-187 136-083 134-200
R3 135-217 135-113 134-120
R2 134-247 134-247 134-093
R1 134-143 134-143 134-067 134-195
PP 133-277 133-277 133-277 133-302
S1 133-173 133-173 134-013 133-225
S2 132-307 132-307 133-307
S3 132-017 132-203 133-280
S4 131-047 131-233 133-200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-060 133-130 0-250 0.6% 0-105 0.2% 72% False False 894,519
10 134-060 133-090 0-290 0.7% 0-116 0.3% 76% False False 824,714
20 134-115 132-200 1-235 1.3% 0-137 0.3% 77% False False 877,174
40 134-115 131-220 2-215 2.0% 0-150 0.3% 85% False False 855,697
60 134-115 131-220 2-215 2.0% 0-156 0.4% 85% False False 862,518
80 134-115 131-030 3-085 2.4% 0-161 0.4% 88% False False 751,077
100 134-180 131-030 3-150 2.6% 0-156 0.4% 83% False False 601,321
120 134-180 131-030 3-150 2.6% 0-136 0.3% 83% False False 501,122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-209
2.618 135-021
1.618 134-226
1.000 134-155
0.618 134-111
HIGH 134-040
0.618 133-316
0.500 133-302
0.382 133-289
LOW 133-245
0.618 133-174
1.000 133-130
1.618 133-059
2.618 132-264
4.250 132-076
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 133-308 133-312
PP 133-305 133-312
S1 133-302 133-311

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

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