ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 132-050 132-045 -0-005 0.0% 132-245
High 132-120 132-205 0-085 0.2% 132-245
Low 132-035 132-020 -0-015 0.0% 131-255
Close 132-050 132-155 0-105 0.2% 132-155
Range 0-085 0-185 0-100 117.6% 0-310
ATR 0-134 0-137 0-004 2.7% 0-000
Volume 957,300 706,935 -250,365 -26.2% 4,818,066
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 134-042 133-283 132-257
R3 133-177 133-098 132-206
R2 132-312 132-312 132-189
R1 132-233 132-233 132-172 132-272
PP 132-127 132-127 132-127 132-146
S1 132-048 132-048 132-138 132-088
S2 131-262 131-262 132-121
S3 131-077 131-183 132-104
S4 130-212 130-318 132-053
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-082 134-268 133-006
R3 134-092 133-278 132-240
R2 133-102 133-102 132-212
R1 132-288 132-288 132-183 132-200
PP 132-112 132-112 132-112 132-068
S1 131-298 131-298 132-127 131-210
S2 131-122 131-122 132-098
S3 130-132 130-308 132-070
S4 129-142 129-318 131-304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-245 131-255 0-310 0.7% 0-154 0.4% 71% False False 963,613
10 133-265 131-255 2-010 1.5% 0-146 0.3% 34% False False 931,730
20 134-010 131-255 2-075 1.7% 0-131 0.3% 31% False False 860,894
40 134-010 131-100 2-230 2.1% 0-133 0.3% 43% False False 437,275
60 134-010 131-030 2-300 2.2% 0-118 0.3% 47% False False 291,586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-031
2.618 134-049
1.618 133-184
1.000 133-070
0.618 132-319
HIGH 132-205
0.618 132-134
0.500 132-112
0.382 132-091
LOW 132-020
0.618 131-226
1.000 131-155
1.618 131-041
2.618 130-176
4.250 129-194
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 132-141 132-131
PP 132-127 132-107
S1 132-112 132-082

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

View Archives - Comment on this page... - Back to Index of Symbols