ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 134-010 134-030 0-020 0.0% 133-100
High 134-050 134-125 0-075 0.2% 134-060
Low 133-280 134-000 0-040 0.1% 133-090
Close 134-025 134-090 0-065 0.2% 134-040
Range 0-090 0-125 0-035 38.9% 0-290
ATR 0-133 0-132 -0-001 -0.4% 0-000
Volume 79,454 41,867 -37,587 -47.3% 5,357,505
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-127 135-073 134-159
R3 135-002 134-268 134-124
R2 134-197 134-197 134-113
R1 134-143 134-143 134-101 134-170
PP 134-072 134-072 134-072 134-085
S1 134-018 134-018 134-079 134-045
S2 133-267 133-267 134-067
S3 133-142 133-213 134-056
S4 133-017 133-088 134-021
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
5 134-125 133-245 0-200 0.5% 0-104 0.2% 83% True False 319,989
10 134-125 133-090 1-035 0.8% 0-110 0.3% 90% True False 681,495
20 134-125 132-205 1-240 1.3% 0-132 0.3% 94% True False 808,665
40 134-125 131-220 2-225 2.0% 0-149 0.3% 96% True False 836,116
60 134-125 131-220 2-225 2.0% 0-155 0.4% 96% True False 842,212
80 134-125 131-030 3-095 2.5% 0-161 0.4% 97% True False 752,353
100 134-180 131-030 3-150 2.6% 0-157 0.4% 92% False False 602,534
120 134-180 131-030 3-150 2.6% 0-137 0.3% 92% False False 502,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 136-016
2.618 135-132
1.618 135-007
1.000 134-250
0.618 134-202
HIGH 134-125
0.618 134-077
0.500 134-062
0.382 134-048
LOW 134-000
0.618 133-243
1.000 133-195
1.618 133-118
2.618 132-313
4.250 132-109
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 134-081 134-068
PP 134-072 134-047
S1 134-062 134-025

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

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