ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 133-130 133-135 0-005 0.0% 133-315
High 133-180 133-275 0-095 0.2% 134-100
Low 133-050 133-120 0-070 0.2% 133-050
Close 133-145 133-235 0-090 0.2% 133-235
Range 0-130 0-155 0-025 19.2% 1-050
ATR 0-188 0-186 -0-002 -1.3% 0-000
Volume 877,194 576,351 -300,843 -34.3% 3,682,326
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 135-035 134-290 134-000
R3 134-200 134-135 133-278
R2 134-045 134-045 133-263
R1 133-300 133-300 133-249 134-012
PP 133-210 133-210 133-210 133-226
S1 133-145 133-145 133-221 133-178
S2 133-055 133-055 133-207
S3 132-220 132-310 133-192
S4 132-065 132-155 133-150
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 137-065 136-200 134-118
R3 136-015 135-150 134-017
R2 134-285 134-285 133-303
R1 134-100 134-100 133-269 134-008
PP 133-235 133-235 133-235 133-189
S1 133-050 133-050 133-201 132-278
S2 132-185 132-185 133-167
S3 131-135 132-000 133-133
S4 130-085 130-270 133-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-100 133-050 1-050 0.9% 0-160 0.4% 50% False False 736,465
10 134-295 133-050 1-245 1.3% 0-199 0.5% 33% False False 839,480
20 135-155 133-050 2-105 1.7% 0-181 0.4% 25% False False 809,083
40 135-155 132-290 2-185 1.9% 0-178 0.4% 32% False False 781,320
60 135-155 132-030 3-125 2.5% 0-193 0.5% 48% False False 807,658
80 135-155 130-050 5-105 4.0% 0-176 0.4% 67% False False 607,024
100 135-155 127-180 7-295 5.9% 0-154 0.4% 78% False False 485,748
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 0-045
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-294
2.618 135-041
1.618 134-206
1.000 134-110
0.618 134-051
HIGH 133-275
0.618 133-216
0.500 133-198
0.382 133-179
LOW 133-120
0.618 133-024
1.000 132-285
1.618 132-189
2.618 132-034
4.250 131-101
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 133-222 133-211
PP 133-210 133-187
S1 133-198 133-162

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

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