ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 133-170 133-250 0-080 0.2% 132-165
High 133-280 134-030 0-070 0.2% 133-305
Low 133-145 133-230 0-085 0.2% 132-055
Close 133-260 133-305 0-045 0.1% 133-185
Range 0-135 0-120 -0-015 -11.1% 1-250
ATR 0-178 0-174 -0-004 -2.3% 0-000
Volume 677,347 1,198,777 521,430 77.0% 4,387,268
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 135-015 134-280 134-051
R3 134-215 134-160 134-018
R2 134-095 134-095 134-007
R1 134-040 134-040 133-316 134-068
PP 133-295 133-295 133-295 133-309
S1 133-240 133-240 133-294 133-268
S2 133-175 133-175 133-283
S3 133-055 133-120 133-272
S4 132-255 133-000 133-239
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
5 134-030 132-200 1-150 1.1% 0-171 0.4% 90% True False 944,536
10 134-030 132-050 1-300 1.4% 0-170 0.4% 93% True False 912,382
20 134-295 132-050 2-245 2.1% 0-182 0.4% 65% False False 860,662
40 135-155 132-050 3-105 2.5% 0-167 0.4% 54% False False 771,146
60 135-155 132-050 3-105 2.5% 0-186 0.4% 54% False False 866,030
80 135-155 131-140 4-015 3.0% 0-183 0.4% 62% False False 738,563
100 135-155 129-300 5-175 4.1% 0-168 0.4% 72% False False 591,277
120 135-155 126-270 8-205 6.5% 0-145 0.3% 82% False False 492,753
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-034
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 135-220
2.618 135-024
1.618 134-224
1.000 134-150
0.618 134-104
HIGH 134-030
0.618 133-304
0.500 133-290
0.382 133-276
LOW 133-230
0.618 133-156
1.000 133-110
1.618 133-036
2.618 132-236
4.250 132-040
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 133-300 133-286
PP 133-295 133-267
S1 133-290 133-248

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

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