ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 134-260 134-080 -0-180 -0.4% 134-310
High 134-265 134-295 0-030 0.1% 135-155
Low 134-040 133-295 -0-065 -0.2% 133-265
Close 134-050 134-200 0-150 0.3% 134-040
Range 0-225 1-000 0-095 42.2% 1-210
ATR 0-180 0-190 0-010 5.6% 0-000
Volume 857,076 1,158,961 301,885 35.2% 4,615,887
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 137-157 137-018 135-056
R3 136-157 136-018 134-288
R2 135-157 135-157 134-259
R1 135-018 135-018 134-229 135-088
PP 134-157 134-157 134-157 134-191
S1 134-018 134-018 134-171 134-088
S2 133-157 133-157 134-141
S3 132-157 133-018 134-112
S4 131-157 132-018 134-024
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
5 134-310 133-265 1-045 0.8% 0-251 0.6% 70% False False 999,892
10 135-155 133-265 1-210 1.2% 0-204 0.5% 48% False False 897,899
20 135-155 133-265 1-210 1.2% 0-164 0.4% 48% False False 782,348
40 135-155 132-180 2-295 2.2% 0-189 0.4% 71% False False 851,071
60 135-155 131-140 4-015 3.0% 0-188 0.4% 79% False False 731,295
80 135-155 129-310 5-165 4.1% 0-169 0.4% 84% False False 549,128
100 135-155 126-270 8-205 6.4% 0-143 0.3% 90% False False 439,332
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 139-055
2.618 137-173
1.618 136-173
1.000 135-295
0.618 135-173
HIGH 134-295
0.618 134-173
0.500 134-135
0.382 134-097
LOW 133-295
0.618 133-097
1.000 132-295
1.618 132-097
2.618 131-097
4.250 129-215
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 134-178 134-178
PP 134-157 134-157
S1 134-135 134-135

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

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