ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 133-195 133-115 -0-080 -0.2% 133-185
High 133-220 133-175 -0-045 -0.1% 134-010
Low 133-095 132-310 -0-105 -0.2% 133-085
Close 133-130 133-020 -0-110 -0.3% 133-180
Range 0-125 0-185 0-060 48.0% 0-245
ATR 0-123 0-128 0-004 3.6% 0-000
Volume 602,286 1,207,617 605,331 100.5% 4,221,720
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 134-297 134-183 133-122
R3 134-112 133-318 133-071
R2 133-247 133-247 133-054
R1 133-133 133-133 133-037 133-098
PP 133-062 133-062 133-062 133-044
S1 132-268 132-268 133-003 132-232
S2 132-197 132-197 132-306
S3 132-012 132-083 132-289
S4 131-147 131-218 132-238
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-293 135-162 133-315
R3 135-048 134-237 133-247
R2 134-123 134-123 133-225
R1 133-312 133-312 133-202 133-255
PP 133-198 133-198 133-198 133-170
S1 133-067 133-067 133-158 133-010
S2 132-273 132-273 133-135
S3 132-028 132-142 133-113
S4 131-103 131-217 133-045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-010 132-310 1-020 0.8% 0-130 0.3% 9% False True 819,324
10 134-010 132-310 1-020 0.8% 0-120 0.3% 9% False True 811,547
20 134-010 132-250 1-080 0.9% 0-118 0.3% 23% False False 522,334
40 134-010 131-030 2-300 2.2% 0-128 0.3% 67% False False 262,710
60 134-010 131-030 2-300 2.2% 0-103 0.2% 67% False False 175,156
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 0-033
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 136-001
2.618 135-019
1.618 134-154
1.000 134-040
0.618 133-289
HIGH 133-175
0.618 133-104
0.500 133-082
0.382 133-061
LOW 132-310
0.618 132-196
1.000 132-125
1.618 132-011
2.618 131-146
4.250 130-164
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 133-082 133-128
PP 133-062 133-092
S1 133-041 133-056

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

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