ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 134-230 134-170 -0-060 -0.1% 134-115
High 134-275 134-260 -0-015 0.0% 134-295
Low 134-155 134-145 -0-010 0.0% 134-105
Close 134-175 134-240 0-065 0.2% 134-175
Range 0-120 0-115 -0-005 -4.2% 0-190
ATR 0-170 0-166 -0-004 -2.3% 0-000
Volume 680,058 542,739 -137,319 -20.2% 3,330,471
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-240 135-195 134-303
R3 135-125 135-080 134-272
R2 135-010 135-010 134-261
R1 134-285 134-285 134-251 134-308
PP 134-215 134-215 134-215 134-226
S1 134-170 134-170 134-229 134-192
S2 134-100 134-100 134-219
S3 133-305 134-055 134-208
S4 133-190 133-260 134-177
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
5 135-005 134-115 0-210 0.5% 0-126 0.3% 60% False False 621,347
10 135-005 133-190 1-135 1.1% 0-130 0.3% 81% False False 592,469
20 135-005 132-290 2-035 1.6% 0-161 0.4% 87% False False 715,244
40 135-005 132-030 2-295 2.2% 0-199 0.5% 91% False False 850,448
60 135-005 130-050 4-275 3.6% 0-179 0.4% 95% False False 569,807
80 135-005 127-210 7-115 5.5% 0-152 0.4% 96% False False 427,627
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136-109
2.618 135-241
1.618 135-126
1.000 135-055
0.618 135-011
HIGH 134-260
0.618 134-216
0.500 134-202
0.382 134-189
LOW 134-145
0.618 134-074
1.000 134-030
1.618 133-279
2.618 133-164
4.250 132-296
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 134-228 134-238
PP 134-215 134-237
S1 134-202 134-235

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

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