ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 132-160 132-080 -0-080 -0.2% 132-020
High 132-170 133-060 0-210 0.5% 132-160
Low 132-020 132-080 0-060 0.1% 131-250
Close 132-040 133-020 0-300 0.7% 132-070
Range 0-150 0-300 0-150 100.0% 0-230
ATR 0-136 0-150 0-015 10.7% 0-000
Volume 5,419 4,826 -593 -10.9% 14,119
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 135-207 135-093 133-185
R3 134-227 134-113 133-102
R2 133-247 133-247 133-075
R1 133-133 133-133 133-048 133-190
PP 132-267 132-267 132-267 132-295
S1 132-153 132-153 132-312 132-210
S2 131-287 131-287 132-285
S3 130-307 131-173 132-258
S4 130-007 130-193 132-175
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
5 133-060 131-250 1-130 1.1% 0-166 0.4% 91% True False 5,399
10 133-060 131-030 2-030 1.6% 0-156 0.4% 94% True False 3,295
20 133-060 131-030 2-030 1.6% 0-130 0.3% 94% True False 1,800
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 0-011
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 137-055
2.618 135-205
1.618 134-225
1.000 134-040
0.618 133-245
HIGH 133-060
0.618 132-265
0.500 132-230
0.382 132-195
LOW 132-080
0.618 131-215
1.000 131-100
1.618 130-235
2.618 129-255
4.250 128-085
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 132-303 132-293
PP 132-267 132-247
S1 132-230 132-200

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

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