ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 133-170 133-130 -0-040 -0.1% 134-070
High 133-250 133-180 -0-070 -0.2% 134-295
Low 133-100 133-050 -0-050 -0.1% 133-245
Close 133-155 133-145 -0-010 0.0% 133-290
Range 0-150 0-130 -0-020 -13.3% 1-050
ATR 0-192 0-188 -0-004 -2.3% 0-000
Volume 811,473 877,194 65,721 8.1% 4,712,479
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 134-195 134-140 133-216
R3 134-065 134-010 133-181
R2 133-255 133-255 133-169
R1 133-200 133-200 133-157 133-228
PP 133-125 133-125 133-125 133-139
S1 133-070 133-070 133-133 133-098
S2 132-315 132-315 133-121
S3 132-185 132-260 133-109
S4 132-055 132-130 133-074
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
5 134-225 133-050 1-175 1.2% 0-189 0.4% 19% False True 813,047
10 134-310 133-050 1-260 1.4% 0-220 0.5% 16% False True 906,469
20 135-155 133-050 2-105 1.7% 0-180 0.4% 13% False True 808,996
40 135-155 132-290 2-185 1.9% 0-179 0.4% 21% False False 796,679
60 135-155 132-000 3-155 2.6% 0-194 0.5% 42% False False 798,319
80 135-155 130-050 5-105 4.0% 0-176 0.4% 62% False False 599,839
100 135-155 127-120 8-035 6.1% 0-152 0.4% 75% False False 479,984
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-046
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 135-092
2.618 134-200
1.618 134-070
1.000 133-310
0.618 133-260
HIGH 133-180
0.618 133-130
0.500 133-115
0.382 133-100
LOW 133-050
0.618 132-290
1.000 132-240
1.618 132-160
2.618 132-030
4.250 131-138
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 133-135 133-205
PP 133-125 133-185
S1 133-115 133-165

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

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