ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 133-280 134-045 0-085 0.2% 133-170
High 134-085 134-280 0-195 0.5% 134-280
Low 133-255 133-290 0-035 0.1% 133-145
Close 134-060 134-240 0-180 0.4% 134-240
Range 0-150 0-310 0-160 106.7% 1-135
ATR 0-168 0-178 0-010 6.0% 0-000
Volume 674,839 279,292 -395,547 -58.6% 4,263,218
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 137-133 137-017 135-090
R3 136-143 136-027 135-005
R2 135-153 135-153 134-297
R1 135-037 135-037 134-268 135-095
PP 134-163 134-163 134-163 134-192
S1 134-047 134-047 134-212 134-105
S2 133-173 133-173 134-183
S3 132-183 133-057 134-155
S4 131-193 132-067 134-070
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 138-200 138-035 135-170
R3 137-065 136-220 135-045
R2 135-250 135-250 135-003
R1 135-085 135-085 134-282 135-168
PP 134-115 134-115 134-115 134-156
S1 133-270 133-270 134-198 134-032
S2 132-300 132-300 134-157
S3 131-165 132-135 134-115
S4 130-030 131-000 133-310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-280 133-145 1-135 1.1% 0-167 0.4% 91% True False 852,643
10 134-280 132-055 2-225 2.0% 0-176 0.4% 95% True False 865,048
20 134-280 132-050 2-230 2.0% 0-169 0.4% 95% True False 831,252
40 135-155 132-050 3-105 2.5% 0-170 0.4% 78% False False 811,371
60 135-155 132-050 3-105 2.5% 0-185 0.4% 78% False False 839,140
80 135-155 131-140 4-015 3.0% 0-185 0.4% 82% False False 768,201
100 135-155 129-310 5-165 4.1% 0-170 0.4% 87% False False 615,113
120 135-155 126-270 8-205 6.4% 0-150 0.3% 92% False False 512,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 138-318
2.618 137-132
1.618 136-142
1.000 135-270
0.618 135-152
HIGH 134-280
0.618 134-162
0.500 134-125
0.382 134-088
LOW 133-290
0.618 133-098
1.000 132-300
1.618 132-108
2.618 131-118
4.250 129-252
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 134-202 134-188
PP 134-163 134-137
S1 134-125 134-085

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

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