ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 133-280 133-195 -0-085 -0.2% 134-255
High 133-315 134-040 0-045 0.1% 134-275
Low 133-160 133-040 -0-120 -0.3% 133-125
Close 133-170 133-310 0-140 0.3% 134-040
Range 0-155 1-000 0-165 106.5% 1-150
ATR 0-180 0-190 0-010 5.6% 0-000
Volume 7,957 8,937 980 12.3% 216,589
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 136-237 136-113 134-166
R3 135-237 135-113 134-078
R2 134-237 134-237 134-049
R1 134-113 134-113 134-019 134-175
PP 133-237 133-237 133-237 133-268
S1 133-113 133-113 133-281 133-175
S2 132-237 132-237 133-251
S3 131-237 132-113 133-222
S4 130-237 131-113 133-134
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
5 134-195 133-040 1-155 1.1% 0-222 0.5% 57% False True 13,410
10 134-280 133-040 1-240 1.3% 0-206 0.5% 48% False True 121,406
20 134-280 132-050 2-230 2.0% 0-182 0.4% 67% False False 529,460
40 135-155 132-050 3-105 2.5% 0-185 0.4% 54% False False 689,182
60 135-155 132-050 3-105 2.5% 0-177 0.4% 54% False False 697,869
80 135-155 132-030 3-125 2.5% 0-192 0.4% 55% False False 769,815
100 135-155 130-050 5-105 4.0% 0-181 0.4% 72% False False 617,557
120 135-155 127-210 7-265 5.8% 0-163 0.4% 81% False False 514,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 138-120
2.618 136-238
1.618 135-238
1.000 135-040
0.618 134-238
HIGH 134-040
0.618 133-238
0.500 133-200
0.382 133-162
LOW 133-040
0.618 132-162
1.000 132-040
1.618 131-162
2.618 130-162
4.250 128-280
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 133-273 133-281
PP 133-237 133-252
S1 133-200 133-222

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

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