ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 132-200 132-260 0-060 0.1% 132-210
High 132-280 132-270 -0-010 0.0% 132-280
Low 132-180 132-210 0-030 0.1% 132-060
Close 132-240 132-240 0-000 0.0% 132-240
Range 0-100 0-060 -0-040 -40.0% 0-220
ATR 0-102 0-099 -0-003 -2.9% 0-000
Volume 73 283 210 287.7% 272
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 133-100 133-070 132-273
R3 133-040 133-010 132-256
R2 132-300 132-300 132-251
R1 132-270 132-270 132-246 132-255
PP 132-240 132-240 132-240 132-232
S1 132-210 132-210 132-234 132-195
S2 132-180 132-180 132-229
S3 132-120 132-150 132-224
S4 132-060 132-090 132-207
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 134-213 134-127 133-041
R3 133-313 133-227 132-300
R2 133-093 133-093 132-280
R1 133-007 133-007 132-260 133-050
PP 132-193 132-193 132-193 132-215
S1 132-107 132-107 132-220 132-150
S2 131-293 131-293 132-200
S3 131-073 131-207 132-180
S4 130-173 130-307 132-119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-280 132-060 0-220 0.5% 0-104 0.2% 82% False False 106
10 133-070 132-060 1-010 0.8% 0-069 0.2% 55% False False 60
20 133-070 131-120 1-270 1.4% 0-052 0.1% 75% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-205
2.618 133-107
1.618 133-047
1.000 133-010
0.618 132-307
HIGH 132-270
0.618 132-247
0.500 132-240
0.382 132-233
LOW 132-210
0.618 132-173
1.000 132-150
1.618 132-113
2.618 132-053
4.250 131-275
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 132-240 132-222
PP 132-240 132-203
S1 132-240 132-185

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

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