ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 133-025 133-145 0-120 0.3% 134-035
High 133-145 133-245 0-100 0.2% 134-095
Low 133-015 133-135 0-120 0.3% 132-310
Close 133-100 133-140 0-040 0.1% 133-045
Range 0-130 0-110 -0-020 -15.4% 1-105
ATR 0-197 0-193 -0-004 -1.9% 0-000
Volume 6,839 8,754 1,915 28.0% 50,174
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 134-183 134-112 133-200
R3 134-073 134-002 133-170
R2 133-283 133-283 133-160
R1 133-212 133-212 133-150 133-192
PP 133-173 133-173 133-173 133-164
S1 133-102 133-102 133-130 133-082
S2 133-063 133-063 133-120
S3 132-273 132-312 133-110
S4 132-163 132-202 133-080
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
5 134-040 132-310 1-050 0.9% 0-216 0.5% 41% False False 7,863
10 134-235 132-310 1-245 1.3% 0-206 0.5% 27% False False 16,307
20 134-280 132-060 2-220 2.0% 0-190 0.4% 47% False False 414,670
40 135-155 132-050 3-105 2.5% 0-190 0.4% 38% False False 635,288
60 135-155 132-050 3-105 2.5% 0-178 0.4% 38% False False 646,957
80 135-155 132-050 3-105 2.5% 0-194 0.5% 38% False False 765,772
100 135-155 130-240 4-235 3.5% 0-183 0.4% 57% False False 617,691
120 135-155 127-210 7-265 5.9% 0-167 0.4% 74% False False 514,992
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-048
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 135-072
2.618 134-213
1.618 134-103
1.000 134-035
0.618 133-313
HIGH 133-245
0.618 133-203
0.500 133-190
0.382 133-177
LOW 133-135
0.618 133-067
1.000 133-025
1.618 132-277
2.618 132-167
4.250 131-308
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 133-190 133-172
PP 133-173 133-162
S1 133-157 133-151

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

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