ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 133-085 133-130 0-045 0.1% 133-190
High 133-185 133-190 0-005 0.0% 133-190
Low 133-085 133-090 0-005 0.0% 132-250
Close 133-155 133-170 0-015 0.0% 132-265
Range 0-100 0-100 0-000 0.0% 0-260
ATR 0-132 0-130 -0-002 -1.7% 0-000
Volume 1,070,650 752,699 -317,951 -29.7% 172,480
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 134-130 134-090 133-225
R3 134-030 133-310 133-198
R2 133-250 133-250 133-188
R1 133-210 133-210 133-179 133-230
PP 133-150 133-150 133-150 133-160
S1 133-110 133-110 133-161 133-130
S2 133-050 133-050 133-152
S3 132-270 133-010 133-142
S4 132-170 132-230 133-115
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
5 133-190 132-250 0-260 0.6% 0-109 0.3% 92% True False 588,036
10 133-280 132-250 1-030 0.8% 0-114 0.3% 69% False False 307,581
20 133-280 131-250 2-030 1.6% 0-130 0.3% 84% False False 156,857
40 133-280 131-030 2-250 2.1% 0-116 0.3% 88% False False 78,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Fibonacci Retracements and Extensions
4.250 134-295
2.618 134-132
1.618 134-032
1.000 133-290
0.618 133-252
HIGH 133-190
0.618 133-152
0.500 133-140
0.382 133-128
LOW 133-090
0.618 133-028
1.000 132-310
1.618 132-248
2.618 132-148
4.250 131-305
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 133-160 133-140
PP 133-150 133-110
S1 133-140 133-080

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

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