ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 132-180 132-205 0-025 0.1% 133-230
High 132-220 133-175 0-275 0.6% 133-275
Low 132-060 132-200 0-140 0.3% 132-050
Close 132-195 133-100 0-225 0.5% 132-160
Range 0-160 0-295 0-135 84.4% 1-225
ATR 0-177 0-186 0-009 5.0% 0-000
Volume 901,274 1,115,026 213,752 23.7% 4,292,233
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 135-297 135-173 133-262
R3 135-002 134-198 133-181
R2 134-027 134-027 133-154
R1 133-223 133-223 133-127 133-285
PP 133-052 133-052 133-052 133-082
S1 132-248 132-248 133-073 132-310
S2 132-077 132-077 133-046
S3 131-102 131-273 133-019
S4 130-127 130-298 132-258
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
5 133-175 132-050 1-125 1.0% 0-182 0.4% 83% True False 866,907
10 133-275 132-050 1-225 1.3% 0-173 0.4% 68% False False 840,151
20 135-105 132-050 3-055 2.4% 0-197 0.5% 36% False False 874,775
40 135-155 132-050 3-105 2.5% 0-175 0.4% 35% False False 775,348
60 135-155 132-050 3-105 2.5% 0-197 0.5% 35% False False 895,861
80 135-155 130-240 4-235 3.6% 0-184 0.4% 54% False False 693,587
100 135-155 127-210 7-265 5.9% 0-167 0.4% 72% False False 555,211
120 135-155 126-270 8-205 6.5% 0-140 0.3% 75% False False 462,690
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 0-035
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 137-149
2.618 135-307
1.618 135-012
1.000 134-150
0.618 134-037
HIGH 133-175
0.618 133-062
0.500 133-028
0.382 132-313
LOW 132-200
0.618 132-018
1.000 131-225
1.618 131-043
2.618 130-068
4.250 128-226
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 133-076 133-052
PP 133-052 133-003
S1 133-028 132-275

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

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