ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 133-020 132-210 -0-130 -0.3% 133-190
High 133-055 132-285 -0-090 -0.2% 133-265
Low 132-205 132-170 -0-035 -0.1% 132-170
Close 132-235 132-255 0-020 0.0% 132-255
Range 0-170 0-115 -0-055 -32.4% 1-095
ATR 0-131 0-130 -0-001 -0.9% 0-000
Volume 1,311,631 856,378 -455,253 -34.7% 4,499,243
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 133-262 133-213 132-318
R3 133-147 133-098 132-287
R2 133-032 133-032 132-276
R1 132-303 132-303 132-266 133-008
PP 132-237 132-237 132-237 132-249
S1 132-188 132-188 132-244 132-212
S2 132-122 132-122 132-234
S3 132-007 132-073 132-223
S4 131-212 131-278 132-192
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 136-302 136-053 133-163
R3 135-207 134-278 133-049
R2 134-112 134-112 133-011
R1 133-183 133-183 132-293 133-100
PP 133-017 133-017 133-017 132-295
S1 132-088 132-088 132-217 132-005
S2 131-242 131-242 132-179
S3 130-147 130-313 132-141
S4 129-052 129-218 132-027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-265 132-170 1-095 1.0% 0-137 0.3% 20% False True 899,848
10 134-010 132-170 1-160 1.1% 0-128 0.3% 18% False True 872,096
20 134-010 132-170 1-160 1.1% 0-121 0.3% 18% False True 629,695
40 134-010 131-030 2-300 2.2% 0-129 0.3% 58% False False 316,900
60 134-010 131-030 2-300 2.2% 0-108 0.3% 58% False False 211,289
Crabel Price Patterns
NR True
NR4 True
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 0-033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-134
2.618 133-266
1.618 133-151
1.000 133-080
0.618 133-036
HIGH 132-285
0.618 132-241
0.500 132-228
0.382 132-214
LOW 132-170
0.618 132-099
1.000 132-055
1.618 131-304
2.618 131-189
4.250 131-001
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 132-246 133-012
PP 132-237 132-307
S1 132-228 132-281

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

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