ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 133-290 133-280 -0-010 0.0% 132-165
High 134-010 134-085 0-075 0.2% 133-305
Low 133-210 133-255 0-045 0.1% 132-055
Close 133-270 134-060 0-110 0.3% 133-185
Range 0-120 0-150 0-030 25.0% 1-250
ATR 0-170 0-168 -0-001 -0.8% 0-000
Volume 1,432,963 674,839 -758,124 -52.9% 4,387,268
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 135-157 135-098 134-142
R3 135-007 134-268 134-101
R2 134-177 134-177 134-088
R1 134-118 134-118 134-074 134-148
PP 134-027 134-027 134-027 134-041
S1 133-288 133-288 134-046 133-318
S2 133-197 133-197 134-032
S3 133-047 133-138 134-019
S4 132-217 132-308 133-298
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
5 134-085 133-145 0-260 0.6% 0-135 0.3% 90% True False 957,854
10 134-085 132-055 2-030 1.6% 0-156 0.4% 96% True False 900,597
20 134-225 132-050 2-175 1.9% 0-169 0.4% 80% False False 865,250
40 135-155 132-050 3-105 2.5% 0-166 0.4% 61% False False 823,799
60 135-155 132-050 3-105 2.5% 0-182 0.4% 61% False False 855,797
80 135-155 131-140 4-015 3.0% 0-183 0.4% 68% False False 764,784
100 135-155 129-310 5-165 4.1% 0-169 0.4% 76% False False 612,353
120 135-155 126-270 8-205 6.4% 0-147 0.3% 85% False False 510,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136-082
2.618 135-158
1.618 135-008
1.000 134-235
0.618 134-178
HIGH 134-085
0.618 134-028
0.500 134-010
0.382 133-312
LOW 133-255
0.618 133-162
1.000 133-105
1.618 133-012
2.618 132-182
4.250 131-258
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 134-043 134-036
PP 134-027 134-012
S1 134-010 133-308

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

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