ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 132-205 133-155 0-270 0.6% 133-230
High 133-175 133-255 0-080 0.2% 133-275
Low 132-200 133-100 0-220 0.5% 132-050
Close 133-100 133-220 0-120 0.3% 132-160
Range 0-295 0-155 -0-140 -47.5% 1-225
ATR 0-186 0-183 -0-002 -1.2% 0-000
Volume 1,115,026 926,189 -188,837 -16.9% 4,292,233
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 135-017 134-273 133-305
R3 134-182 134-118 133-263
R2 134-027 134-027 133-248
R1 133-283 133-283 133-234 133-315
PP 133-192 133-192 133-192 133-208
S1 133-128 133-128 133-206 133-160
S2 133-037 133-037 133-192
S3 132-202 132-293 133-177
S4 132-047 132-138 133-135
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
5 133-255 132-055 1-200 1.2% 0-178 0.4% 93% True False 843,340
10 133-275 132-050 1-225 1.3% 0-176 0.4% 90% False False 845,050
20 134-310 132-050 2-260 2.1% 0-198 0.5% 54% False False 875,760
40 135-155 132-050 3-105 2.5% 0-177 0.4% 46% False False 781,068
60 135-155 132-050 3-105 2.5% 0-194 0.5% 46% False False 884,441
80 135-155 130-240 4-235 3.5% 0-184 0.4% 62% False False 705,142
100 135-155 128-010 7-145 5.6% 0-166 0.4% 76% False False 564,468
120 135-155 126-270 8-205 6.5% 0-142 0.3% 79% False False 470,408
Crabel Price Patterns
NR True
NR4 True
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 0-036
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-274
2.618 135-021
1.618 134-186
1.000 134-090
0.618 134-031
HIGH 133-255
0.618 133-196
0.500 133-178
0.382 133-159
LOW 133-100
0.618 133-004
1.000 132-265
1.618 132-169
2.618 132-014
4.250 131-081
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 133-206 133-146
PP 133-192 133-072
S1 133-178 132-318

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

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