ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 133-315 134-010 0-015 0.0% 134-070
High 134-100 134-040 -0-060 -0.1% 134-295
Low 133-275 133-140 -0-135 -0.3% 133-245
Close 134-035 133-185 -0-170 -0.4% 133-290
Range 0-145 0-220 0-075 51.7% 1-050
ATR 0-194 0-196 0-002 1.0% 0-000
Volume 558,594 858,714 300,120 53.7% 4,712,479
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 135-248 135-117 133-306
R3 135-028 134-217 133-246
R2 134-128 134-128 133-225
R1 133-317 133-317 133-205 133-272
PP 133-228 133-228 133-228 133-206
S1 133-097 133-097 133-165 133-052
S2 133-008 133-008 133-145
S3 132-108 132-197 133-124
S4 131-208 131-297 133-064
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
5 134-295 133-140 1-155 1.1% 0-242 0.6% 9% False True 878,521
10 135-155 133-140 2-015 1.5% 0-222 0.5% 7% False True 902,329
20 135-155 133-140 2-015 1.5% 0-179 0.4% 7% False True 804,873
40 135-155 132-290 2-185 1.9% 0-186 0.4% 26% False False 818,760
60 135-155 132-000 3-155 2.6% 0-193 0.5% 45% False False 770,653
80 135-155 130-050 5-105 4.0% 0-173 0.4% 64% False False 578,777
100 135-155 126-270 8-205 6.5% 0-150 0.3% 78% False False 463,098
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-015
2.618 135-296
1.618 135-076
1.000 134-260
0.618 134-176
HIGH 134-040
0.618 133-276
0.500 133-250
0.382 133-224
LOW 133-140
0.618 133-004
1.000 132-240
1.618 132-104
2.618 131-204
4.250 130-165
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 133-250 134-022
PP 133-228 133-290
S1 133-207 133-238

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

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