ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 19-Dec-2012

Day Change Summary
	Previous	Current
	18-Dec-2012	19-Dec-2012	Change	Change %	Previous Week
Open	132-270	132-215	-0-055	-0.1%	134-040
High	133-000	132-310	-0-010	0.0%	134-100
Low	132-160	132-195	0-035	0.1%	133-035
Close	132-185	132-280	0-095	0.2%	133-125
Range	0-160	0-115	-0-045	-28.1%	1-065
ATR	0-140	0-139	-0-001	-0.8%	0-000
Volume	11,250	5,085	-6,165	-54.8%	78,402

Daily Pivots for day following 19-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-287	133-238	133-023
R3	133-172	133-123	132-312
R2	133-057	133-057	132-301
R1	133-008	133-008	132-291	133-032
PP	132-262	132-262	132-262	132-274
S1	132-213	132-213	132-269	132-238
S2	132-147	132-147	132-259
S3	132-032	132-098	132-248
S4	131-237	131-303	132-217

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-068	136-162	134-017
R3	136-003	135-097	133-231
R2	134-258	134-258	133-196
R1	134-032	134-032	133-160	133-272
PP	133-193	133-193	133-193	133-154
S1	132-287	132-287	133-090	132-208
S2	132-128	132-128	133-054
S3	131-063	131-222	133-019
S4	129-318	130-157	132-233

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-230	132-160	1-070	0.9%	0-142	0.3%	31%	False	False	9,377
10	134-305	132-160	2-145	1.8%	0-144	0.3%	15%	False	False	16,438
20	134-305	132-160	2-145	1.8%	0-127	0.3%	15%	False	False	348,966
40	134-305	131-220	3-085	2.5%	0-143	0.3%	36%	False	False	617,548
60	134-305	131-220	3-085	2.5%	0-145	0.3%	36%	False	False	687,291
80	134-305	131-220	3-085	2.5%	0-159	0.4%	36%	False	False	747,357
100	134-305	131-030	3-275	2.9%	0-160	0.4%	46%	False	False	604,102
120	134-305	131-030	3-275	2.9%	0-147	0.3%	46%	False	False	503,502

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-159
2.618	133-291
1.618	133-176
1.000	133-105
0.618	133-061
HIGH	132-310
0.618	132-266
0.500	132-252
0.382	132-239
LOW	132-195
0.618	132-124
1.000	132-080
1.618	132-009
2.618	131-214
4.250	131-026

Fisher Pivots for day following 19-Dec-2012
Pivot	1 day	3 day
R1	132-271	132-298
PP	132-262	132-292
S1	132-252	132-286

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