ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary
Previous Current
24-Jul-2012 25-Jul-2012 Change Change % Previous Week
Open 135-050 135-130 0-080 0.2% 134-190
High 135-125 135-155 0-030 0.1% 135-005
Low 134-265 134-315 0-050 0.1% 134-140
Close 135-085 135-075 -0-010 0.0% 134-290
Range 0-180 0-160 -0-020 -11.1% 0-185
ATR 0-163 0-163 0-000 -0.1% 0-000
Volume 898,142 740,769 -157,373 -17.5% 3,170,977
Daily Pivots for day following 25-Jul-2012
Classic Woodie Camarilla DeMark
R4 136-235 136-155 135-163
R3 136-075 135-315 135-119
R2 135-235 135-235 135-104
R1 135-155 135-155 135-090 135-115
PP 135-075 135-075 135-075 135-055
S1 134-315 134-315 135-060 134-275
S2 134-235 134-235 135-046
S3 134-075 134-155 135-031
S4 133-235 133-315 134-307
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
5 135-155 134-140 1-015 0.8% 0-147 0.3% 76% True False 763,418
10 135-155 134-115 1-040 0.8% 0-136 0.3% 78% True False 692,383
20 135-155 133-040 2-115 1.7% 0-154 0.4% 89% True False 675,921
40 135-155 132-180 2-295 2.2% 0-197 0.5% 91% True False 906,405
60 135-155 130-240 4-235 3.5% 0-179 0.4% 95% True False 633,192
80 135-155 127-210 7-265 5.8% 0-160 0.4% 97% True False 475,319
100 135-155 126-270 8-205 6.4% 0-129 0.3% 97% True False 380,273
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 True
Stretch 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-195
2.618 136-254
1.618 136-094
1.000 135-315
0.618 135-254
HIGH 135-155
0.618 135-094
0.500 135-075
0.382 135-056
LOW 134-315
0.618 134-216
1.000 134-155
1.618 134-056
2.618 133-216
4.250 132-275
Fisher Pivots for day following 25-Jul-2012
Pivot 1 day 3 day
R1 135-075 135-067
PP 135-075 135-058
S1 135-075 135-050

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

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