ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 133-295 134-115 0-140 0.3% 133-145
High 134-135 134-200 0-065 0.2% 134-135
Low 133-290 134-105 0-135 0.3% 133-095
Close 134-115 134-175 0-060 0.1% 134-115
Range 0-165 0-095 -0-070 -42.4% 1-040
ATR 0-201 0-194 -0-008 -3.8% 0-000
Volume 776,425 555,719 -220,706 -28.4% 1,710,597
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-125 135-085 134-227
R3 135-030 134-310 134-201
R2 134-255 134-255 134-192
R1 134-215 134-215 134-184 134-235
PP 134-160 134-160 134-160 134-170
S1 134-120 134-120 134-166 134-140
S2 134-065 134-065 134-158
S3 133-290 134-025 134-149
S4 133-195 133-250 134-123
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 137-128 137-002 134-313
R3 136-088 135-282 134-214
R2 135-048 135-048 134-181
R1 134-242 134-242 134-148 134-305
PP 134-008 134-008 134-008 134-040
S1 133-202 133-202 134-082 133-265
S2 132-288 132-288 134-049
S3 131-248 132-162 134-016
S4 130-208 131-122 133-237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-200 133-095 1-105 1.0% 0-173 0.4% 94% True False 453,263
10 134-200 133-000 1-200 1.2% 0-178 0.4% 95% True False 663,592
20 134-200 132-180 2-020 1.5% 0-210 0.5% 96% True False 863,903
40 134-310 131-260 3-050 2.3% 0-199 0.5% 87% False False 738,789
60 134-310 130-050 4-260 3.6% 0-171 0.4% 91% False False 493,520
80 134-310 126-270 8-040 6.0% 0-141 0.3% 95% False False 370,230
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 0-028
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 135-284
2.618 135-129
1.618 135-034
1.000 134-295
0.618 134-259
HIGH 134-200
0.618 134-164
0.500 134-152
0.382 134-141
LOW 134-105
0.618 134-046
1.000 134-010
1.618 133-271
2.618 133-176
4.250 133-021
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 134-168 134-128
PP 134-160 134-082
S1 134-152 134-035

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

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