ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 134-290 134-070 -0-220 -0.5% 134-310
High 134-310 134-200 -0-110 -0.3% 135-155
Low 133-265 134-005 0-060 0.1% 133-265
Close 134-040 134-180 0-140 0.3% 134-040
Range 1-045 0-195 -0-170 -46.6% 1-210
ATR 0-177 0-178 0-001 0.7% 0-000
Volume 1,246,242 800,112 -446,130 -35.8% 4,615,887
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 136-073 136-002 134-287
R3 135-198 135-127 134-234
R2 135-003 135-003 134-216
R1 134-252 134-252 134-198 134-288
PP 134-128 134-128 134-128 134-146
S1 134-057 134-057 134-162 134-092
S2 133-253 133-253 134-144
S3 133-058 133-182 134-126
S4 132-183 132-307 134-073
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 139-143 138-142 135-012
R3 137-253 136-252 134-186
R2 136-043 136-043 134-137
R1 135-042 135-042 134-089 134-258
PP 134-153 134-153 134-153 134-101
S1 133-152 133-152 133-311 133-048
S2 132-263 132-263 133-263
S3 131-053 131-262 133-214
S4 129-163 130-052 133-068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-155 133-265 1-210 1.2% 0-208 0.5% 44% False False 918,351
10 135-155 133-265 1-210 1.2% 0-167 0.4% 44% False False 799,273
20 135-155 133-095 2-060 1.6% 0-159 0.4% 58% False False 681,402
40 135-155 132-180 2-295 2.2% 0-190 0.4% 68% False False 869,902
60 135-155 130-290 4-185 3.4% 0-184 0.4% 80% False False 682,294
80 135-155 129-180 5-295 4.4% 0-164 0.4% 84% False False 512,222
100 135-155 126-270 8-205 6.4% 0-136 0.3% 89% False False 409,801
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-069
2.618 136-071
1.618 135-196
1.000 135-075
0.618 135-001
HIGH 134-200
0.618 134-126
0.500 134-102
0.382 134-079
LOW 134-005
0.618 133-204
1.000 133-130
1.618 133-009
2.618 132-134
4.250 131-136
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 134-154 134-185
PP 134-128 134-183
S1 134-102 134-182

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

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