ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 134-160 134-310 0-150 0.3% 134-190
High 135-000 135-120 0-120 0.3% 135-005
Low 134-160 134-300 0-140 0.3% 134-140
Close 134-290 135-020 0-050 0.1% 134-290
Range 0-160 0-140 -0-020 -12.5% 0-185
ATR 0-162 0-161 -0-001 -0.5% 0-000
Volume 609,892 824,241 214,349 35.1% 3,170,977
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 136-140 136-060 135-097
R3 136-000 135-240 135-058
R2 135-180 135-180 135-046
R1 135-100 135-100 135-033 135-140
PP 135-040 135-040 135-040 135-060
S1 134-280 134-280 135-007 135-000
S2 134-220 134-220 134-314
S3 134-080 134-140 134-302
S4 133-260 134-000 134-263
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 136-167 136-093 135-072
R3 135-302 135-228 135-021
R2 135-117 135-117 135-004
R1 135-043 135-043 134-307 135-080
PP 134-252 134-252 134-252 134-270
S1 134-178 134-178 134-273 134-215
S2 134-067 134-067 134-256
S3 133-202 133-313 134-239
S4 133-017 133-128 134-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-120 134-140 0-300 0.7% 0-126 0.3% 67% True False 680,196
10 135-120 134-110 1-010 0.8% 0-128 0.3% 70% True False 676,997
20 135-120 133-000 2-120 1.8% 0-153 0.4% 87% True False 670,294
40 135-120 132-110 3-010 2.2% 0-198 0.5% 90% True False 896,257
60 135-120 130-240 4-200 3.4% 0-178 0.4% 93% True False 605,960
80 135-120 127-210 7-230 5.7% 0-156 0.4% 96% True False 454,843
100 135-120 126-270 8-170 6.3% 0-126 0.3% 96% True False 363,884
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-075
2.618 136-167
1.618 136-027
1.000 135-260
0.618 135-207
HIGH 135-120
0.618 135-067
0.500 135-050
0.382 135-033
LOW 134-300
0.618 134-213
1.000 134-160
1.618 134-073
2.618 133-253
4.250 133-025
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 135-050 135-003
PP 135-040 134-307
S1 135-030 134-290

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

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