ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 133-195 134-025 0-150 0.4% 134-035
High 134-040 134-035 -0-005 0.0% 134-095
Low 133-040 132-310 -0-050 -0.1% 132-310
Close 133-310 133-045 -0-265 -0.6% 133-045
Range 1-000 1-045 0-045 14.1% 1-105
ATR 0-190 0-202 0-013 6.6% 0-000
Volume 8,937 6,831 -2,106 -23.6% 50,174
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 136-265 136-040 133-246
R3 135-220 134-315 133-145
R2 134-175 134-175 133-112
R1 133-270 133-270 133-078 133-200
PP 133-130 133-130 133-130 133-095
S1 132-225 132-225 133-012 132-155
S2 132-085 132-085 132-298
S3 131-040 131-180 132-265
S4 129-315 130-135 132-164
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 137-145 136-200 133-279
R3 136-040 135-095 133-162
R2 134-255 134-255 133-123
R1 133-310 133-310 133-084 133-230
PP 133-150 133-150 133-150 133-110
S1 132-205 132-205 133-006 132-125
S2 132-045 132-045 132-287
S3 130-260 131-100 132-248
S4 129-155 129-315 132-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-095 132-310 1-105 1.0% 0-217 0.5% 13% False True 10,034
10 134-280 132-310 1-290 1.4% 0-227 0.5% 9% False True 54,605
20 134-280 132-055 2-225 2.0% 0-192 0.5% 36% False False 477,601
40 135-155 132-050 3-105 2.5% 0-192 0.5% 30% False False 670,751
60 135-155 132-050 3-105 2.5% 0-180 0.4% 30% False False 677,006
80 135-155 132-050 3-105 2.5% 0-195 0.5% 30% False False 769,368
100 135-155 130-050 5-105 4.0% 0-184 0.4% 56% False False 617,607
120 135-155 127-210 7-265 5.9% 0-166 0.4% 70% False False 514,869
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 138-306
2.618 137-031
1.618 135-306
1.000 135-080
0.618 134-261
HIGH 134-035
0.618 133-216
0.500 133-172
0.382 133-129
LOW 132-310
0.618 132-084
1.000 131-265
1.618 131-039
2.618 129-314
4.250 128-039
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 133-172 133-175
PP 133-130 133-132
S1 133-088 133-088

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

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