ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 135-130 135-080 -0-050 -0.1% 134-190
High 135-155 135-105 -0-050 -0.1% 135-005
Low 134-315 134-285 -0-030 -0.1% 134-140
Close 135-075 135-010 -0-065 -0.2% 134-290
Range 0-160 0-140 -0-020 -12.5% 0-185
ATR 0-163 0-161 -0-002 -1.0% 0-000
Volume 740,769 906,493 165,724 22.4% 3,170,977
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 136-127 136-048 135-087
R3 135-307 135-228 135-048
R2 135-167 135-167 135-036
R1 135-088 135-088 135-023 135-058
PP 135-027 135-027 135-027 135-011
S1 134-268 134-268 134-317 134-238
S2 134-207 134-207 134-304
S3 134-067 134-128 134-292
S4 133-247 133-308 134-253
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
5 135-155 134-160 0-315 0.7% 0-156 0.4% 54% False False 795,907
10 135-155 134-115 1-040 0.8% 0-139 0.3% 60% False False 711,522
20 135-155 133-040 2-115 1.7% 0-156 0.4% 81% False False 686,377
40 135-155 132-180 2-295 2.2% 0-192 0.4% 84% False False 888,781
60 135-155 130-240 4-235 3.5% 0-179 0.4% 90% False False 648,270
80 135-155 128-010 7-145 5.5% 0-158 0.4% 94% False False 486,646
100 135-155 126-270 8-205 6.4% 0-130 0.3% 95% False False 389,338
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 0-029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137-060
2.618 136-152
1.618 136-012
1.000 135-245
0.618 135-192
HIGH 135-105
0.618 135-052
0.500 135-035
0.382 135-018
LOW 134-285
0.618 134-198
1.000 134-145
1.618 134-058
2.618 133-238
4.250 133-010
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 135-035 135-050
PP 135-027 135-037
S1 135-018 135-023

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

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