ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 134-065 133-280 -0-105 -0.2% 134-255
High 134-085 133-315 -0-090 -0.2% 134-275
Low 133-275 133-160 -0-115 -0.3% 133-125
Close 133-300 133-170 -0-130 -0.3% 134-040
Range 0-130 0-155 0-025 19.2% 1-150
ATR 0-181 0-180 -0-002 -1.0% 0-000
Volume 13,686 7,957 -5,729 -41.9% 216,589
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 135-040 134-260 133-255
R3 134-205 134-105 133-213
R2 134-050 134-050 133-198
R1 133-270 133-270 133-184 133-242
PP 133-215 133-215 133-215 133-201
S1 133-115 133-115 133-156 133-088
S2 133-060 133-060 133-142
S3 132-225 132-280 133-127
S4 132-070 132-125 133-085
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
5 134-195 133-125 1-070 0.9% 0-202 0.5% 12% False False 18,014
10 134-280 133-125 1-155 1.1% 0-186 0.4% 9% False False 263,808
20 134-280 132-050 2-230 2.0% 0-178 0.4% 51% False False 588,095
40 135-155 132-050 3-105 2.5% 0-180 0.4% 41% False False 702,527
60 135-155 132-050 3-105 2.5% 0-176 0.4% 41% False False 713,138
80 135-155 132-030 3-125 2.5% 0-189 0.4% 42% False False 769,975
100 135-155 130-050 5-105 4.0% 0-179 0.4% 63% False False 617,471
120 135-155 127-210 7-265 5.9% 0-160 0.4% 75% False False 514,737
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-014
2.618 135-081
1.618 134-246
1.000 134-150
0.618 134-091
HIGH 133-315
0.618 133-256
0.500 133-238
0.382 133-219
LOW 133-160
0.618 133-064
1.000 133-005
1.618 132-229
2.618 132-074
4.250 131-141
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 133-238 133-288
PP 133-215 133-248
S1 133-192 133-209

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

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