ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 134-195 134-140 -0-055 -0.1% 133-145
High 134-295 134-250 -0-045 -0.1% 134-135
Low 134-135 134-135 0-000 0.0% 133-095
Close 134-190 134-210 0-020 0.0% 134-115
Range 0-160 0-115 -0-045 -28.1% 1-040
ATR 0-185 0-180 -0-005 -2.7% 0-000
Volume 891,117 715,101 -176,016 -19.8% 1,710,597
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-223 135-172 134-273
R3 135-108 135-057 134-242
R2 134-313 134-313 134-231
R1 134-262 134-262 134-221 134-288
PP 134-198 134-198 134-198 134-211
S1 134-147 134-147 134-199 134-172
S2 134-083 134-083 134-189
S3 133-288 134-032 134-178
S4 133-173 133-237 134-147
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
5 134-295 133-290 1-005 0.8% 0-126 0.3% 74% False False 706,458
10 134-295 133-040 1-255 1.3% 0-172 0.4% 85% False False 661,232
20 134-295 132-290 2-005 1.5% 0-179 0.4% 87% False False 784,362
40 134-310 132-000 2-310 2.2% 0-201 0.5% 89% False False 792,980
60 134-310 130-050 4-260 3.6% 0-174 0.4% 94% False False 530,120
80 134-310 127-120 7-190 5.6% 0-146 0.3% 96% False False 397,732
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-099
2.618 135-231
1.618 135-116
1.000 135-045
0.618 135-001
HIGH 134-250
0.618 134-206
0.500 134-192
0.382 134-179
LOW 134-135
0.618 134-064
1.000 134-020
1.618 133-269
2.618 133-154
4.250 132-286
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 134-204 134-208
PP 134-198 134-205
S1 134-192 134-202

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

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