ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 24-Oct-2012

Day Change Summary
	Previous	Current
	23-Oct-2012	24-Oct-2012	Change	Change %	Previous Week
Open	131-150	131-210	0-060	0.1%	132-260
High	131-280	131-250	-0-030	-0.1%	132-270
Low	131-150	131-190	0-040	0.1%	131-090
Close	131-260	131-250	-0-010	0.0%	131-260
Range	0-130	0-060	-0-070	-53.8%	1-180
ATR	0-118	0-115	-0-003	-2.9%	0-000
Volume	189	225	36	19.0%	1,102

Daily Pivots for day following 24-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-090	132-070	131-283
R3	132-030	132-010	131-266
R2	131-290	131-290	131-261
R1	131-270	131-270	131-256	131-280
PP	131-230	131-230	131-230	131-235
S1	131-210	131-210	131-244	131-220
S2	131-170	131-170	131-239
S3	131-110	131-150	131-234
S4	131-050	131-090	131-217

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-213	135-257	132-215
R3	135-033	134-077	132-078
R2	133-173	133-173	132-032
R1	132-217	132-217	131-306	132-105
PP	131-313	131-313	131-313	131-258
S1	131-037	131-037	131-214	130-245
S2	130-133	130-133	131-168
S3	128-273	129-177	131-122
S4	127-093	127-317	130-305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-280	131-090	0-190	0.5%	0-106	0.3%	84%	False	False	499
10	132-280	131-090	1-190	1.2%	0-105	0.2%	31%	False	False	305
20	133-070	131-090	1-300	1.5%	0-080	0.2%	26%	False	False	171

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	132-185
2.618	132-087
1.618	132-027
1.000	131-310
0.618	131-287
HIGH	131-250
0.618	131-227
0.500	131-220
0.382	131-213
LOW	131-190
0.618	131-153
1.000	131-130
1.618	131-093
2.618	131-033
4.250	130-255

Fisher Pivots for day following 24-Oct-2012
Pivot	1 day	3 day
R1	131-240	131-233
PP	131-230	131-217
S1	131-220	131-200

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