ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 134-070 134-175 0-105 0.2% 134-310
High 134-200 134-280 0-080 0.2% 135-155
Low 134-005 134-130 0-125 0.3% 133-265
Close 134-180 134-210 0-030 0.1% 134-040
Range 0-195 0-150 -0-045 -23.1% 1-210
ATR 0-178 0-176 -0-002 -1.1% 0-000
Volume 800,112 937,070 136,958 17.1% 4,615,887
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 136-017 135-263 134-292
R3 135-187 135-113 134-251
R2 135-037 135-037 134-238
R1 134-283 134-283 134-224 135-000
PP 134-207 134-207 134-207 134-225
S1 134-133 134-133 134-196 134-170
S2 134-057 134-057 134-182
S3 133-227 133-303 134-169
S4 133-077 133-153 134-128
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% 0-202 0.5% 50% False False 926,137
10 135-155 133-265 1-210 1.2% 0-170 0.4% 50% False False 824,975
20 135-155 133-185 1-290 1.4% 0-152 0.4% 57% False False 681,630
40 135-155 132-180 2-295 2.2% 0-187 0.4% 72% False False 868,715
60 135-155 131-140 4-015 3.0% 0-183 0.4% 80% False False 697,864
80 135-155 129-300 5-175 4.1% 0-165 0.4% 85% False False 523,931
100 135-155 126-270 8-205 6.4% 0-138 0.3% 90% False False 419,172
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 0-033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-278
2.618 136-033
1.618 135-203
1.000 135-110
0.618 135-053
HIGH 134-280
0.618 134-223
0.500 134-205
0.382 134-187
LOW 134-130
0.618 134-037
1.000 133-300
1.618 133-207
2.618 133-057
4.250 132-132
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 134-208 134-182
PP 134-207 134-155
S1 134-205 134-128

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

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