ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 134-175 134-260 0-085 0.2% 134-310
High 134-280 134-265 -0-015 0.0% 135-155
Low 134-130 134-040 -0-090 -0.2% 133-265
Close 134-210 134-050 -0-160 -0.4% 134-040
Range 0-150 0-225 0-075 50.0% 1-210
ATR 0-176 0-180 0-003 2.0% 0-000
Volume 937,070 857,076 -79,994 -8.5% 4,615,887
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 136-153 136-007 134-174
R3 135-248 135-102 134-112
R2 135-023 135-023 134-091
R1 134-197 134-197 134-071 134-158
PP 134-118 134-118 134-118 134-099
S1 133-292 133-292 134-029 133-252
S2 133-213 133-213 134-009
S3 132-308 133-067 133-308
S4 132-083 132-162 133-246
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
5 135-105 133-265 1-160 1.1% 0-215 0.5% 22% False False 949,398
10 135-155 133-265 1-210 1.2% 0-181 0.4% 20% False False 856,408
20 135-155 133-190 1-285 1.4% 0-156 0.4% 30% False False 724,439
40 135-155 132-180 2-295 2.2% 0-188 0.4% 55% False False 863,178
60 135-155 131-140 4-015 3.0% 0-185 0.4% 67% False False 712,082
80 135-155 129-300 5-175 4.1% 0-167 0.4% 76% False False 534,644
100 135-155 126-270 8-205 6.4% 0-140 0.3% 85% False False 427,743
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137-261
2.618 136-214
1.618 135-309
1.000 135-170
0.618 135-084
HIGH 134-265
0.618 134-179
0.500 134-152
0.382 134-126
LOW 134-040
0.618 133-221
1.000 133-135
1.618 132-316
2.618 132-091
4.250 131-044
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 134-152 134-142
PP 134-118 134-112
S1 134-084 134-081

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

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