ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 134-025 133-025 -1-000 -0.7% 134-035
High 134-035 133-145 -0-210 -0.5% 134-095
Low 132-310 133-015 0-025 0.1% 132-310
Close 133-045 133-100 0-055 0.1% 133-045
Range 1-045 0-130 -0-235 -64.4% 1-105
ATR 0-202 0-197 -0-005 -2.5% 0-000
Volume 6,831 6,839 8 0.1% 50,174
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 134-157 134-098 133-172
R3 134-027 133-288 133-136
R2 133-217 133-217 133-124
R1 133-158 133-158 133-112 133-188
PP 133-087 133-087 133-087 133-101
S1 133-028 133-028 133-088 133-058
S2 132-277 132-277 133-076
S3 132-147 132-218 133-064
S4 132-017 132-088 133-028
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
5 134-085 132-310 1-095 1.0% 0-220 0.5% 27% False False 8,850
10 134-275 132-310 1-285 1.4% 0-209 0.5% 18% False False 27,360
20 134-280 132-055 2-225 2.0% 0-192 0.5% 42% False False 446,204
40 135-155 132-050 3-105 2.5% 0-191 0.4% 35% False False 655,675
60 135-155 132-050 3-105 2.5% 0-179 0.4% 35% False False 660,481
80 135-155 132-050 3-105 2.5% 0-195 0.5% 35% False False 768,087
100 135-155 130-180 4-295 3.7% 0-183 0.4% 56% False False 617,656
120 135-155 127-210 7-265 5.9% 0-166 0.4% 72% False False 514,925
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-048
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-058
2.618 134-165
1.618 134-035
1.000 133-275
0.618 133-225
HIGH 133-145
0.618 133-095
0.500 133-080
0.382 133-065
LOW 133-015
0.618 132-255
1.000 132-205
1.618 132-125
2.618 131-315
4.250 131-102
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 133-093 133-175
PP 133-087 133-150
S1 133-080 133-125

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

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