ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 133-250 133-290 0-040 0.1% 132-165
High 134-030 134-010 -0-020 0.0% 133-305
Low 133-230 133-210 -0-020 0.0% 132-055
Close 133-305 133-270 -0-035 -0.1% 133-185
Range 0-120 0-120 0-000 0.0% 1-250
ATR 0-174 0-170 -0-004 -2.2% 0-000
Volume 1,198,777 1,432,963 234,186 19.5% 4,387,268
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 134-310 134-250 134-016
R3 134-190 134-130 133-303
R2 134-070 134-070 133-292
R1 134-010 134-010 133-281 133-300
PP 133-270 133-270 133-270 133-255
S1 133-210 133-210 133-259 133-180
S2 133-150 133-150 133-248
S3 133-030 133-090 133-237
S4 132-230 132-290 133-204
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
5 134-030 133-100 0-250 0.6% 0-136 0.3% 68% False False 1,008,124
10 134-030 132-050 1-300 1.4% 0-159 0.4% 87% False False 937,515
20 134-295 132-050 2-245 2.1% 0-177 0.4% 61% False False 889,456
40 135-155 132-050 3-105 2.5% 0-166 0.4% 51% False False 806,947
60 135-155 132-050 3-105 2.5% 0-185 0.4% 51% False False 871,938
80 135-155 131-140 4-015 3.0% 0-183 0.4% 59% False False 756,426
100 135-155 129-300 5-175 4.1% 0-169 0.4% 70% False False 605,606
120 135-155 126-270 8-205 6.5% 0-146 0.3% 81% False False 504,695
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Fibonacci Retracements and Extensions
4.250 135-200
2.618 135-004
1.618 134-204
1.000 134-130
0.618 134-084
HIGH 134-010
0.618 133-284
0.500 133-270
0.382 133-256
LOW 133-210
0.618 133-136
1.000 133-090
1.618 133-016
2.618 132-216
4.250 132-020
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 133-270 133-262
PP 133-270 133-255
S1 133-270 133-248

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

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