ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 133-250 134-035 0-105 0.2% 134-255
High 134-195 134-095 -0-100 -0.2% 134-275
Low 133-125 133-300 0-175 0.4% 133-125
Close 134-040 133-310 -0-050 -0.1% 134-040
Range 1-070 0-115 -0-275 -70.5% 1-150
ATR 0-191 0-185 -0-005 -2.8% 0-000
Volume 23,710 12,763 -10,947 -46.2% 216,589
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 135-047 134-293 134-053
R3 134-252 134-178 134-022
R2 134-137 134-137 134-011
R1 134-063 134-063 134-001 134-042
PP 134-022 134-022 134-022 134-011
S1 133-268 133-268 133-299 133-248
S2 133-227 133-227 133-289
S3 133-112 133-153 133-278
S4 132-317 133-038 133-247
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 138-170 137-255 134-298
R3 137-020 136-105 134-169
R2 135-190 135-190 134-126
R1 134-275 134-275 134-083 134-158
PP 134-040 134-040 134-040 133-301
S1 133-125 133-125 133-317 133-008
S2 132-210 132-210 133-274
S3 131-060 131-295 133-231
S4 129-230 130-145 133-102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-275 133-125 1-150 1.1% 0-198 0.5% 39% False False 45,870
10 134-280 133-125 1-155 1.1% 0-182 0.4% 39% False False 449,257
20 134-280 132-050 2-230 2.0% 0-179 0.4% 67% False False 658,603
40 135-155 132-050 3-105 2.5% 0-180 0.4% 54% False False 733,843
60 135-155 132-050 3-105 2.5% 0-178 0.4% 54% False False 740,414
80 135-155 132-030 3-125 2.5% 0-190 0.4% 55% False False 770,394
100 135-155 130-050 5-105 4.0% 0-177 0.4% 72% False False 617,340
120 135-155 127-180 7-295 5.9% 0-158 0.4% 81% False False 514,557
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 135-264
2.618 135-076
1.618 134-281
1.000 134-210
0.618 134-166
HIGH 134-095
0.618 134-051
0.500 134-038
0.382 134-024
LOW 133-300
0.618 133-229
1.000 133-185
1.618 133-114
2.618 132-319
4.250 132-131
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 134-038 134-000
PP 134-022 133-317
S1 134-006 133-313

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

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