ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 134-215 134-190 -0-025 -0.1% 134-115
High 134-245 135-005 0-080 0.2% 134-295
Low 134-115 134-175 0-060 0.1% 134-105
Close 134-175 134-260 0-085 0.2% 134-175
Range 0-130 0-150 0-020 15.4% 0-190
ATR 0-176 0-174 -0-002 -1.1% 0-000
Volume 574,603 594,238 19,635 3.4% 3,330,471
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 136-063 135-312 135-022
R3 135-233 135-162 134-301
R2 135-083 135-083 134-288
R1 135-012 135-012 134-274 135-048
PP 134-253 134-253 134-253 134-271
S1 134-182 134-182 134-246 134-218
S2 134-103 134-103 134-232
S3 133-273 134-032 134-219
S4 133-123 133-202 134-178
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
5 135-005 134-110 0-215 0.5% 0-130 0.3% 70% True False 673,798
10 135-005 133-095 1-230 1.3% 0-152 0.4% 88% True False 563,530
20 135-005 132-290 2-035 1.6% 0-172 0.4% 90% True False 740,856
40 135-005 132-030 2-295 2.2% 0-198 0.5% 93% True False 821,036
60 135-005 130-050 4-275 3.6% 0-177 0.4% 96% True False 549,493
80 135-005 127-210 7-115 5.5% 0-149 0.3% 97% True False 412,342
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137-002
2.618 136-078
1.618 135-248
1.000 135-155
0.618 135-098
HIGH 135-005
0.618 134-268
0.500 134-250
0.382 134-232
LOW 134-175
0.618 134-082
1.000 134-025
1.618 133-252
2.618 133-102
4.250 132-178
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 134-257 134-247
PP 134-253 134-233
S1 134-250 134-220

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

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