ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 134-080 134-200 0-120 0.3% 134-070
High 134-295 134-225 -0-070 -0.2% 134-295
Low 133-295 133-245 -0-050 -0.1% 133-245
Close 134-200 133-290 -0-230 -0.5% 133-290
Range 1-000 0-300 -0-020 -6.3% 1-050
ATR 0-190 0-198 0-008 4.2% 0-000
Volume 1,158,961 959,260 -199,701 -17.2% 4,712,479
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 136-300 136-115 134-135
R3 136-000 135-135 134-052
R2 135-020 135-020 134-025
R1 134-155 134-155 133-318 134-098
PP 134-040 134-040 134-040 134-011
S1 133-175 133-175 133-262 133-118
S2 133-060 133-060 133-235
S3 132-080 132-195 133-208
S4 131-100 131-215 133-125
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 137-213 136-302 134-174
R3 136-163 135-252 134-072
R2 135-113 135-113 134-038
R1 134-202 134-202 134-004 134-132
PP 134-063 134-063 134-063 134-029
S1 133-152 133-152 133-256 133-082
S2 133-013 133-013 133-222
S3 131-283 132-102 133-188
S4 130-233 131-052 133-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-295 133-245 1-050 0.9% 0-238 0.6% 12% False True 942,495
10 135-155 133-245 1-230 1.3% 0-218 0.5% 8% False True 932,836
20 135-155 133-245 1-230 1.3% 0-170 0.4% 8% False True 791,490
40 135-155 132-180 2-295 2.2% 0-194 0.5% 46% False False 843,084
60 135-155 131-140 4-015 3.0% 0-191 0.4% 61% False False 747,184
80 135-155 129-310 5-165 4.1% 0-171 0.4% 71% False False 561,079
100 135-155 126-270 8-205 6.5% 0-146 0.3% 82% False False 448,925
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 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-220
2.618 137-050
1.618 136-070
1.000 135-205
0.618 135-090
HIGH 134-225
0.618 134-110
0.500 134-075
0.382 134-040
LOW 133-245
0.618 133-060
1.000 132-265
1.618 132-080
2.618 131-100
4.250 129-250
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 134-075 134-110
PP 134-040 134-063
S1 134-005 134-017

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

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