ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 133-190 133-160 -0-030 -0.1% 133-130
High 133-190 133-160 -0-030 -0.1% 133-280
Low 133-090 133-010 -0-080 -0.2% 133-070
Close 133-130 133-030 -0-100 -0.2% 133-230
Range 0-100 0-150 0-050 50.0% 0-210
ATR 0-138 0-139 0-001 0.6% 0-000
Volume 16,848 27,065 10,217 60.6% 54,469
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-197 134-103 133-112
R3 134-047 133-273 133-071
R2 133-217 133-217 133-058
R1 133-123 133-123 133-044 133-095
PP 133-067 133-067 133-067 133-052
S1 132-293 132-293 133-016 132-265
S2 132-237 132-237 133-002
S3 132-087 132-143 132-309
S4 131-257 131-313 132-268
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 135-183 135-097 134-026
R3 134-293 134-207 133-288
R2 134-083 134-083 133-268
R1 133-317 133-317 133-249 134-040
PP 133-193 133-193 133-193 133-215
S1 133-107 133-107 133-211 133-150
S2 132-303 132-303 133-192
S3 132-093 132-217 133-172
S4 131-203 132-007 133-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-280 133-010 0-270 0.6% 0-118 0.3% 7% False True 17,259
10 133-280 132-080 1-200 1.2% 0-140 0.3% 52% False False 11,737
20 133-280 131-030 2-250 2.1% 0-136 0.3% 72% False False 7,286
40 133-280 131-030 2-250 2.1% 0-110 0.3% 72% False False 3,723
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 0-017
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 135-158
2.618 134-233
1.618 134-083
1.000 133-310
0.618 133-253
HIGH 133-160
0.618 133-103
0.500 133-085
0.382 133-067
LOW 133-010
0.618 132-237
1.000 132-180
1.618 132-087
2.618 131-257
4.250 131-012
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 133-085 133-145
PP 133-067 133-107
S1 133-048 133-068

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

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