ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 133-230 133-180 -0-050 -0.1% 133-315
High 133-275 133-205 -0-070 -0.2% 134-100
Low 133-160 133-015 -0-145 -0.3% 133-050
Close 133-200 133-045 -0-155 -0.4% 133-235
Range 0-115 0-190 0-075 65.2% 1-050
ATR 0-181 0-181 0-001 0.4% 0-000
Volume 514,501 917,302 402,801 78.3% 3,682,326
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 135-018 134-222 133-150
R3 134-148 134-032 133-097
R2 133-278 133-278 133-080
R1 133-162 133-162 133-062 133-125
PP 133-088 133-088 133-088 133-070
S1 132-292 132-292 133-028 132-255
S2 132-218 132-218 133-010
S3 132-028 132-102 132-313
S4 131-158 131-232 132-260
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
5 133-275 133-015 0-260 0.6% 0-148 0.3% 12% False True 739,364
10 134-295 133-015 1-280 1.4% 0-195 0.5% 5% False True 808,942
20 135-155 133-015 2-140 1.8% 0-182 0.4% 4% False True 816,958
40 135-155 132-290 2-185 1.9% 0-174 0.4% 9% False False 775,660
60 135-155 132-030 3-125 2.5% 0-193 0.5% 31% False False 830,601
80 135-155 130-050 5-105 4.0% 0-179 0.4% 56% False False 624,815
100 135-155 127-210 7-265 5.9% 0-157 0.4% 70% False False 500,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 136-052
2.618 135-062
1.618 134-192
1.000 134-075
0.618 134-002
HIGH 133-205
0.618 133-132
0.500 133-110
0.382 133-088
LOW 133-015
0.618 132-218
1.000 132-145
1.618 132-028
2.618 131-158
4.250 130-168
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 133-110 133-145
PP 133-088 133-112
S1 133-067 133-078

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

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