ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 133-025 132-155 -0-190 -0.4% 133-315
High 133-060 132-225 -0-155 -0.4% 134-100
Low 132-150 132-050 -0-100 -0.2% 133-050
Close 132-185 132-115 -0-070 -0.2% 133-235
Range 0-230 0-175 -0-055 -23.9% 1-050
ATR 0-185 0-184 -0-001 -0.4% 0-000
Volume 1,181,630 1,044,020 -137,610 -11.6% 3,682,326
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 134-015 133-240 132-211
R3 133-160 133-065 132-163
R2 132-305 132-305 132-147
R1 132-210 132-210 132-131 132-170
PP 132-130 132-130 132-130 132-110
S1 132-035 132-035 132-099 131-315
S2 131-275 131-275 132-083
S3 131-100 131-180 132-067
S4 130-245 131-005 132-019
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
5 133-275 132-050 1-225 1.3% 0-173 0.4% 12% False True 846,760
10 134-225 132-050 2-175 1.9% 0-181 0.4% 8% False True 829,903
20 135-155 132-050 3-105 2.5% 0-192 0.5% 6% False True 863,901
40 135-155 132-050 3-105 2.5% 0-174 0.4% 6% False True 776,709
60 135-155 132-050 3-105 2.5% 0-196 0.5% 6% False True 866,624
80 135-155 130-050 5-105 4.0% 0-183 0.4% 41% False False 652,608
100 135-155 127-210 7-265 5.9% 0-161 0.4% 60% False False 522,322
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-009
2.618 134-043
1.618 133-188
1.000 133-080
0.618 133-013
HIGH 132-225
0.618 132-158
0.500 132-138
0.382 132-117
LOW 132-050
0.618 131-262
1.000 131-195
1.618 131-087
2.618 130-232
4.250 129-266
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 132-138 132-288
PP 132-130 132-230
S1 132-122 132-172

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

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