ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 134-155 134-195 0-040 0.1% 133-145
High 134-205 134-295 0-090 0.2% 134-135
Low 134-110 134-135 0-025 0.1% 133-095
Close 134-200 134-190 -0-010 0.0% 134-115
Range 0-095 0-160 0-065 68.4% 1-040
ATR 0-187 0-185 -0-002 -1.0% 0-000
Volume 593,931 891,117 297,186 50.0% 1,710,597
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 136-047 135-278 134-278
R3 135-207 135-118 134-234
R2 135-047 135-047 134-219
R1 134-278 134-278 134-205 134-242
PP 134-207 134-207 134-207 134-189
S1 134-118 134-118 134-175 134-082
S2 134-047 134-047 134-161
S3 133-207 133-278 134-146
S4 133-047 133-118 134-102
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
5 134-295 133-190 1-105 1.0% 0-135 0.3% 75% True False 563,591
10 134-295 133-040 1-255 1.3% 0-171 0.4% 82% True False 659,459
20 134-295 132-290 2-005 1.5% 0-188 0.4% 84% True False 815,411
40 134-310 132-000 2-310 2.2% 0-201 0.5% 87% False False 775,533
60 134-310 130-050 4-260 3.6% 0-173 0.4% 92% False False 518,213
80 134-310 126-270 8-040 6.0% 0-144 0.3% 95% False False 388,793
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137-015
2.618 136-074
1.618 135-234
1.000 135-135
0.618 135-074
HIGH 134-295
0.618 134-234
0.500 134-215
0.382 134-196
LOW 134-135
0.618 134-036
1.000 133-295
1.618 133-196
2.618 133-036
4.250 132-095
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 134-215 134-200
PP 134-207 134-197
S1 134-198 134-193

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

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