ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 134-045 134-255 0-210 0.5% 133-170
High 134-280 134-275 -0-005 0.0% 134-280
Low 133-290 134-130 0-160 0.4% 133-145
Close 134-240 134-145 -0-095 -0.2% 134-240
Range 0-310 0-145 -0-165 -53.2% 1-135
ATR 0-178 0-176 -0-002 -1.3% 0-000
Volume 279,292 119,286 -160,006 -57.3% 4,263,218
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 135-298 135-207 134-225
R3 135-153 135-062 134-185
R2 135-008 135-008 134-172
R1 134-237 134-237 134-158 134-210
PP 134-183 134-183 134-183 134-170
S1 134-092 134-092 134-132 134-065
S2 134-038 134-038 134-118
S3 133-213 133-267 134-105
S4 133-068 133-122 134-065
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
5 134-280 133-210 1-070 0.9% 0-169 0.4% 65% False False 741,031
10 134-280 132-060 2-220 2.0% 0-174 0.4% 84% False False 813,033
20 134-280 132-050 2-230 2.0% 0-169 0.4% 84% False False 809,286
40 135-155 132-050 3-105 2.5% 0-171 0.4% 69% False False 800,460
60 135-155 132-050 3-105 2.5% 0-184 0.4% 69% False False 821,608
80 135-155 131-260 3-215 2.7% 0-185 0.4% 72% False False 769,625
100 135-155 130-050 5-105 4.0% 0-171 0.4% 81% False False 616,296
120 135-155 126-270 8-205 6.4% 0-151 0.4% 88% False False 513,640
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-251
2.618 136-015
1.618 135-190
1.000 135-100
0.618 135-045
HIGH 134-275
0.618 134-220
0.500 134-202
0.382 134-185
LOW 134-130
0.618 134-040
1.000 133-305
1.618 133-215
2.618 133-070
4.250 132-154
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 134-202 134-132
PP 134-183 134-120
S1 134-164 134-108

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

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