ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 134-255 134-155 -0-100 -0.2% 133-170
High 134-275 134-235 -0-040 -0.1% 134-280
Low 134-130 134-115 -0-015 0.0% 133-145
Close 134-145 134-135 -0-010 0.0% 134-240
Range 0-145 0-120 -0-025 -17.2% 1-135
ATR 0-176 0-172 -0-004 -2.3% 0-000
Volume 119,286 41,638 -77,648 -65.1% 4,263,218
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 135-202 135-128 134-201
R3 135-082 135-008 134-168
R2 134-282 134-282 134-157
R1 134-208 134-208 134-146 134-185
PP 134-162 134-162 134-162 134-150
S1 134-088 134-088 134-124 134-065
S2 134-042 134-042 134-113
S3 133-242 133-288 134-102
S4 133-122 133-168 134-069
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% 63% False False 509,603
10 134-280 132-200 2-080 1.7% 0-170 0.4% 80% False False 727,070
20 134-280 132-050 2-230 2.0% 0-164 0.4% 83% False False 768,433
40 135-155 132-050 3-105 2.5% 0-172 0.4% 68% False False 786,653
60 135-155 132-050 3-105 2.5% 0-179 0.4% 68% False False 801,984
80 135-155 132-000 3-155 2.6% 0-186 0.4% 70% False False 770,098
100 135-155 130-050 5-105 4.0% 0-171 0.4% 80% False False 616,708
120 135-155 126-270 8-205 6.4% 0-152 0.4% 88% False False 513,987
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 136-105
2.618 135-229
1.618 135-109
1.000 135-035
0.618 134-309
HIGH 134-235
0.618 134-189
0.500 134-175
0.382 134-161
LOW 134-115
0.618 134-041
1.000 133-315
1.618 133-241
2.618 133-121
4.250 132-245
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 134-175 134-132
PP 134-162 134-128
S1 134-148 134-125

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

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