ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 133-155 133-185 0-030 0.1% 132-165
High 133-255 133-305 0-050 0.1% 133-305
Low 133-100 133-155 0-055 0.1% 132-055
Close 133-220 133-185 -0-035 -0.1% 133-185
Range 0-155 0-150 -0-005 -3.2% 1-250
ATR 0-183 0-181 -0-002 -1.3% 0-000
Volume 926,189 805,344 -120,845 -13.0% 4,387,268
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 135-025 134-255 133-268
R3 134-195 134-105 133-226
R2 134-045 134-045 133-212
R1 133-275 133-275 133-199 133-260
PP 133-215 133-215 133-215 133-208
S1 133-125 133-125 133-171 133-110
S2 133-065 133-065 133-158
S3 132-235 132-295 133-144
S4 132-085 132-145 133-102
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 138-185 137-275 134-178
R3 136-255 136-025 134-022
R2 135-005 135-005 133-290
R1 134-095 134-095 133-237 134-210
PP 133-075 133-075 133-075 133-132
S1 132-165 132-165 133-133 132-280
S2 131-145 131-145 133-080
S3 129-215 130-235 133-028
S4 127-285 128-305 132-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-305 132-055 1-250 1.3% 0-185 0.4% 79% True False 877,453
10 133-305 132-050 1-255 1.3% 0-175 0.4% 79% True False 867,950
20 134-295 132-050 2-245 2.1% 0-187 0.4% 51% False False 853,715
40 135-155 132-050 3-105 2.5% 0-176 0.4% 43% False False 776,863
60 135-155 132-050 3-105 2.5% 0-192 0.4% 43% False False 879,492
80 135-155 130-270 4-205 3.5% 0-184 0.4% 59% False False 715,196
100 135-155 128-200 6-275 5.1% 0-167 0.4% 72% False False 572,521
120 135-155 126-270 8-205 6.5% 0-143 0.3% 78% False False 477,119
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-037
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135-302
2.618 135-058
1.618 134-228
1.000 134-135
0.618 134-078
HIGH 133-305
0.618 133-248
0.500 133-230
0.382 133-212
LOW 133-155
0.618 133-062
1.000 133-005
1.618 132-232
2.618 132-082
4.250 131-158
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 133-230 133-154
PP 133-215 133-123
S1 133-200 133-092

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

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