ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 132-005 132-050 0-045 0.1% 133-190
High 132-110 132-120 0-010 0.0% 133-265
Low 131-280 132-035 0-075 0.2% 132-170
Close 132-050 132-050 0-000 0.0% 132-255
Range 0-150 0-085 -0-065 -43.3% 1-095
ATR 0-137 0-134 -0-004 -2.7% 0-000
Volume 1,131,712 957,300 -174,412 -15.4% 4,499,243
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 133-003 132-272 132-097
R3 132-238 132-187 132-073
R2 132-153 132-153 132-066
R1 132-102 132-102 132-058 132-092
PP 132-068 132-068 132-068 132-064
S1 132-017 132-017 132-042 132-008
S2 131-303 131-303 132-034
S3 131-218 131-252 132-027
S4 131-133 131-167 132-003
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
5 132-285 131-255 1-030 0.8% 0-140 0.3% 33% False False 993,501
10 133-310 131-255 2-055 1.6% 0-143 0.3% 17% False False 967,413
20 134-010 131-255 2-075 1.7% 0-126 0.3% 16% False False 829,105
40 134-010 131-030 2-300 2.2% 0-132 0.3% 36% False False 419,625
60 134-010 131-030 2-300 2.2% 0-115 0.3% 36% False False 279,807
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-030
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 133-161
2.618 133-023
1.618 132-258
1.000 132-205
0.618 132-173
HIGH 132-120
0.618 132-088
0.500 132-078
0.382 132-067
LOW 132-035
0.618 131-302
1.000 131-270
1.618 131-217
2.618 131-132
4.250 130-314
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 132-078 132-043
PP 132-068 132-037
S1 132-059 132-030

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

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