ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 133-135 133-230 0-095 0.2% 133-315
High 133-275 133-275 0-000 0.0% 134-100
Low 133-120 133-160 0-040 0.1% 133-050
Close 133-235 133-200 -0-035 -0.1% 133-235
Range 0-155 0-115 -0-040 -25.8% 1-050
ATR 0-186 0-181 -0-005 -2.7% 0-000
Volume 576,351 514,501 -61,850 -10.7% 3,682,326
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 134-237 134-173 133-263
R3 134-122 134-058 133-232
R2 134-007 134-007 133-221
R1 133-263 133-263 133-211 133-238
PP 133-212 133-212 133-212 133-199
S1 133-148 133-148 133-189 133-122
S2 133-097 133-097 133-179
S3 132-302 133-033 133-168
S4 132-187 132-238 133-137
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
5 134-040 133-050 0-310 0.7% 0-154 0.4% 48% False False 727,646
10 134-295 133-050 1-245 1.3% 0-191 0.4% 27% False False 810,919
20 135-155 133-050 2-105 1.7% 0-179 0.4% 20% False False 805,096
40 135-155 132-290 2-185 1.9% 0-176 0.4% 28% False False 772,976
60 135-155 132-030 3-125 2.5% 0-192 0.4% 45% False False 815,722
80 135-155 130-050 5-105 4.0% 0-177 0.4% 65% False False 613,394
100 135-155 127-210 7-265 5.9% 0-155 0.4% 76% False False 490,893
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 0-043
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 135-124
2.618 134-256
1.618 134-141
1.000 134-070
0.618 134-026
HIGH 133-275
0.618 133-231
0.500 133-218
0.382 133-204
LOW 133-160
0.618 133-089
1.000 133-045
1.618 132-294
2.618 132-179
4.250 131-311
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 133-218 133-188
PP 133-212 133-175
S1 133-206 133-162

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

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