ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 132-110 132-165 0-055 0.1% 133-230
High 132-215 132-220 0-005 0.0% 133-275
Low 132-100 132-055 -0-045 -0.1% 132-050
Close 132-160 132-165 0-005 0.0% 132-160
Range 0-115 0-165 0-050 43.5% 1-225
ATR 0-179 0-178 -0-001 -0.6% 0-000
Volume 634,780 639,435 4,655 0.7% 4,292,233
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 134-002 133-248 132-256
R3 133-157 133-083 132-210
R2 132-312 132-312 132-195
R1 132-238 132-238 132-180 132-248
PP 132-147 132-147 132-147 132-151
S1 132-073 132-073 132-150 132-082
S2 131-302 131-302 132-135
S3 131-137 131-228 132-120
S4 130-292 131-063 132-074
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 137-303 136-297 133-140
R3 136-078 135-072 132-310
R2 134-173 134-173 132-260
R1 133-167 133-167 132-210 133-058
PP 132-268 132-268 132-268 132-214
S1 131-262 131-262 132-110 131-152
S2 131-043 131-043 132-060
S3 129-138 130-037 132-010
S4 127-233 128-132 131-180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-205 132-050 1-155 1.1% 0-175 0.4% 24% False False 883,433
10 134-040 132-050 1-310 1.5% 0-164 0.4% 18% False False 805,540
20 135-155 132-050 3-105 2.5% 0-191 0.5% 11% False False 855,905
40 135-155 132-050 3-105 2.5% 0-172 0.4% 11% False False 763,100
60 135-155 132-050 3-105 2.5% 0-195 0.5% 11% False False 882,807
80 135-155 130-240 4-235 3.6% 0-181 0.4% 37% False False 668,446
100 135-155 127-210 7-265 5.9% 0-163 0.4% 62% False False 535,056
120 135-155 126-270 8-205 6.5% 0-137 0.3% 66% False False 445,887
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-281
2.618 134-012
1.618 133-167
1.000 133-065
0.618 133-002
HIGH 132-220
0.618 132-157
0.500 132-138
0.382 132-118
LOW 132-055
0.618 131-273
1.000 131-210
1.618 131-108
2.618 130-263
4.250 129-314
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 132-156 132-156
PP 132-147 132-147
S1 132-138 132-138

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

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