ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 133-180 133-025 -0-155 -0.4% 133-315
High 133-205 133-060 -0-145 -0.3% 134-100
Low 133-015 132-150 -0-185 -0.4% 133-050
Close 133-045 132-185 -0-180 -0.4% 133-235
Range 0-190 0-230 0-040 21.1% 1-050
ATR 0-181 0-185 0-003 1.9% 0-000
Volume 917,302 1,181,630 264,328 28.8% 3,682,326
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 134-288 134-147 132-312
R3 134-058 133-237 132-248
R2 133-148 133-148 132-227
R1 133-007 133-007 132-206 132-282
PP 132-238 132-238 132-238 132-216
S1 132-097 132-097 132-164 132-052
S2 132-008 132-008 132-143
S3 131-098 131-187 132-122
S4 130-188 130-277 132-058
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
5 133-275 132-150 1-125 1.0% 0-164 0.4% 8% False True 813,395
10 134-295 132-150 2-145 1.9% 0-196 0.5% 4% False True 841,398
20 135-155 132-150 3-005 2.3% 0-188 0.4% 4% False True 848,903
40 135-155 132-150 3-005 2.3% 0-175 0.4% 4% False True 782,074
60 135-155 132-030 3-125 2.6% 0-196 0.5% 14% False False 849,933
80 135-155 130-050 5-105 4.0% 0-181 0.4% 45% False False 639,581
100 135-155 127-210 7-265 5.9% 0-159 0.4% 63% False False 511,882
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 136-078
2.618 135-022
1.618 134-112
1.000 133-290
0.618 133-202
HIGH 133-060
0.618 132-292
0.500 132-265
0.382 132-238
LOW 132-150
0.618 132-008
1.000 131-240
1.618 131-098
2.618 130-188
4.250 129-132
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 132-265 133-052
PP 132-238 132-310
S1 132-212 132-248

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

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