ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 132-270 133-015 0-065 0.2% 133-190
High 133-075 133-095 0-020 0.0% 133-190
Low 132-250 132-290 0-040 0.1% 132-250
Close 133-020 133-070 0-050 0.1% 132-265
Range 0-145 0-125 -0-020 -13.8% 0-260
ATR 0-134 0-133 -0-001 -0.5% 0-000
Volume 455,975 589,718 133,743 29.3% 172,480
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-100 134-050 133-139
R3 133-295 133-245 133-104
R2 133-170 133-170 133-093
R1 133-120 133-120 133-081 133-145
PP 133-045 133-045 133-045 133-058
S1 132-315 132-315 133-059 133-020
S2 132-240 132-240 133-047
S3 132-115 132-190 133-036
S4 131-310 132-065 133-001
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 135-162 134-313 133-088
R3 134-222 134-053 133-016
R2 133-282 133-282 132-313
R1 133-113 133-113 132-289 133-068
PP 133-022 133-022 133-022 132-319
S1 132-173 132-173 132-241 132-128
S2 132-082 132-082 132-217
S3 131-142 131-233 132-194
S4 130-202 130-293 132-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-160 132-250 0-230 0.5% 0-123 0.3% 61% False False 240,265
10 133-280 132-250 1-030 0.8% 0-116 0.3% 40% False False 126,123
20 133-280 131-250 2-030 1.6% 0-135 0.3% 69% False False 65,777
40 133-280 131-030 2-250 2.1% 0-114 0.3% 76% False False 33,072
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-306
2.618 134-102
1.618 133-297
1.000 133-220
0.618 133-172
HIGH 133-095
0.618 133-047
0.500 133-032
0.382 133-018
LOW 132-290
0.618 132-213
1.000 132-165
1.618 132-088
2.618 131-283
4.250 131-079
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 133-058 133-051
PP 133-045 133-032
S1 133-032 133-012

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

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