ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 134-140 134-215 0-075 0.2% 134-115
High 134-250 134-245 -0-005 0.0% 134-295
Low 134-135 134-115 -0-020 0.0% 134-105
Close 134-210 134-175 -0-035 -0.1% 134-175
Range 0-115 0-130 0-015 13.0% 0-190
ATR 0-180 0-176 -0-004 -2.0% 0-000
Volume 715,101 574,603 -140,498 -19.6% 3,330,471
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-248 135-182 134-246
R3 135-118 135-052 134-211
R2 134-308 134-308 134-199
R1 134-242 134-242 134-187 134-210
PP 134-178 134-178 134-178 134-162
S1 134-112 134-112 134-163 134-080
S2 134-048 134-048 134-151
S3 133-238 133-302 134-139
S4 133-108 133-172 134-104
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 136-122 136-018 134-280
R3 135-252 135-148 134-227
R2 135-062 135-062 134-210
R1 134-278 134-278 134-192 135-010
PP 134-192 134-192 134-192 134-218
S1 134-088 134-088 134-158 134-140
S2 134-002 134-002 134-140
S3 133-132 133-218 134-123
S4 132-262 133-028 134-070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-295 134-105 0-190 0.4% 0-119 0.3% 37% False False 666,094
10 134-295 133-040 1-255 1.3% 0-166 0.4% 79% False False 621,338
20 134-295 132-290 2-005 1.5% 0-176 0.4% 81% False False 753,556
40 134-310 132-030 2-280 2.1% 0-200 0.5% 85% False False 806,945
60 134-310 130-050 4-260 3.6% 0-175 0.4% 91% False False 539,671
80 134-310 127-180 7-130 5.5% 0-147 0.3% 94% False False 404,914
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-158
2.618 135-265
1.618 135-135
1.000 135-055
0.618 135-005
HIGH 134-245
0.618 134-195
0.500 134-180
0.382 134-165
LOW 134-115
0.618 134-035
1.000 133-305
1.618 133-225
2.618 133-095
4.250 132-202
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 134-180 134-205
PP 134-178 134-195
S1 134-177 134-185

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

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