ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 132-165 132-180 0-015 0.0% 133-230
High 132-220 132-220 0-000 0.0% 133-275
Low 132-055 132-060 0-005 0.0% 132-050
Close 132-165 132-195 0-030 0.1% 132-160
Range 0-165 0-160 -0-005 -3.0% 1-225
ATR 0-178 0-177 -0-001 -0.7% 0-000
Volume 639,435 901,274 261,839 40.9% 4,292,233
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 133-318 133-257 132-283
R3 133-158 133-097 132-239
R2 132-318 132-318 132-224
R1 132-257 132-257 132-210 132-288
PP 132-158 132-158 132-158 132-174
S1 132-097 132-097 132-180 132-128
S2 131-318 131-318 132-166
S3 131-158 131-257 132-151
S4 130-318 131-097 132-107
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
5 133-060 132-050 1-010 0.8% 0-169 0.4% 44% False False 880,227
10 133-275 132-050 1-225 1.3% 0-158 0.4% 27% False False 809,796
20 135-155 132-050 3-105 2.5% 0-190 0.4% 14% False False 856,062
40 135-155 132-050 3-105 2.5% 0-172 0.4% 14% False False 769,641
60 135-155 132-050 3-105 2.5% 0-195 0.5% 14% False False 886,430
80 135-155 130-240 4-235 3.6% 0-181 0.4% 39% False False 679,685
100 135-155 127-210 7-265 5.9% 0-164 0.4% 63% False False 544,060
120 135-155 126-270 8-205 6.5% 0-138 0.3% 67% False False 453,398
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-260
2.618 133-319
1.618 133-159
1.000 133-060
0.618 132-319
HIGH 132-220
0.618 132-159
0.500 132-140
0.382 132-121
LOW 132-060
0.618 131-281
1.000 131-220
1.618 131-121
2.618 130-281
4.250 130-020
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 132-177 132-176
PP 132-158 132-157
S1 132-140 132-138

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

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