ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 132-040 132-080 0-040 0.1% 132-020
High 132-090 132-220 0-130 0.3% 132-160
Low 131-250 132-080 0-150 0.4% 131-250
Close 132-070 132-190 0-120 0.3% 132-070
Range 0-160 0-140 -0-020 -12.5% 0-230
ATR 0-132 0-133 0-001 1.0% 0-000
Volume 8,459 4,972 -3,487 -41.2% 14,119
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 133-263 133-207 132-267
R3 133-123 133-067 132-228
R2 132-303 132-303 132-216
R1 132-247 132-247 132-203 132-275
PP 132-163 132-163 132-163 132-178
S1 132-107 132-107 132-177 132-135
S2 132-023 132-023 132-164
S3 131-203 131-287 132-152
S4 131-063 131-147 132-113
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-103 133-317 132-196
R3 133-193 133-087 132-133
R2 132-283 132-283 132-112
R1 132-177 132-177 132-091 132-230
PP 132-053 132-053 132-053 132-080
S1 131-267 131-267 132-049 132-000
S2 131-143 131-143 132-028
S3 130-233 131-037 132-007
S4 130-003 130-127 131-264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-220 131-250 0-290 0.7% 0-136 0.3% 90% True False 3,699
10 132-220 131-030 1-190 1.2% 0-130 0.3% 94% True False 2,311
20 132-280 131-030 1-250 1.3% 0-119 0.3% 84% False False 1,289
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-175
2.618 133-267
1.618 133-127
1.000 133-040
0.618 132-307
HIGH 132-220
0.618 132-167
0.500 132-150
0.382 132-133
LOW 132-080
0.618 131-313
1.000 131-260
1.618 131-173
2.618 131-033
4.250 130-125
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 132-177 132-152
PP 132-163 132-113
S1 132-150 132-075

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

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