ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 134-035 134-065 0-030 0.1% 134-255
High 134-095 134-085 -0-010 0.0% 134-275
Low 133-300 133-275 -0-025 -0.1% 133-125
Close 133-310 133-300 -0-010 0.0% 134-040
Range 0-115 0-130 0-015 13.0% 1-150
ATR 0-185 0-181 -0-004 -2.1% 0-000
Volume 12,763 13,686 923 7.2% 216,589
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 135-077 134-318 134-052
R3 134-267 134-188 134-016
R2 134-137 134-137 134-004
R1 134-058 134-058 133-312 134-032
PP 134-007 134-007 134-007 133-314
S1 133-248 133-248 133-288 133-222
S2 133-197 133-197 133-276
S3 133-067 133-118 133-264
S4 132-257 132-308 133-228
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
5 134-235 133-125 1-110 1.0% 0-195 0.5% 41% False False 24,750
10 134-280 133-125 1-155 1.1% 0-182 0.4% 37% False False 382,890
20 134-280 132-050 2-230 2.0% 0-180 0.4% 66% False False 633,562
40 135-155 132-050 3-105 2.5% 0-179 0.4% 54% False False 719,329
60 135-155 132-050 3-105 2.5% 0-177 0.4% 54% False False 726,505
80 135-155 132-030 3-125 2.5% 0-189 0.4% 54% False False 770,182
100 135-155 130-050 5-105 4.0% 0-178 0.4% 71% False False 617,428
120 135-155 127-210 7-265 5.8% 0-159 0.4% 80% False False 514,671
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-318
2.618 135-105
1.618 134-295
1.000 134-215
0.618 134-165
HIGH 134-085
0.618 134-035
0.500 134-020
0.382 134-005
LOW 133-275
0.618 133-195
1.000 133-145
1.618 133-065
2.618 132-255
4.250 132-042
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 134-020 134-000
PP 134-007 133-313
S1 133-313 133-307

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

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