ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 133-145 133-170 0-025 0.1% 134-035
High 133-245 133-255 0-010 0.0% 134-095
Low 133-135 133-100 -0-035 -0.1% 132-310
Close 133-140 133-175 0-035 0.1% 133-045
Range 0-110 0-155 0-045 40.9% 1-105
ATR 0-193 0-191 -0-003 -1.4% 0-000
Volume 8,754 3,892 -4,862 -55.5% 50,174
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 135-002 134-243 133-260
R3 134-167 134-088 133-218
R2 134-012 134-012 133-203
R1 133-253 133-253 133-189 133-292
PP 133-177 133-177 133-177 133-196
S1 133-098 133-098 133-161 133-138
S2 133-022 133-022 133-147
S3 132-187 132-263 133-132
S4 132-032 132-108 133-090
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% 50% False False 7,050
10 134-195 132-310 1-205 1.2% 0-209 0.5% 35% False False 12,532
20 134-280 132-200 2-080 1.7% 0-190 0.4% 41% False False 369,801
40 135-155 132-050 3-105 2.5% 0-190 0.4% 42% False False 612,931
60 135-155 132-050 3-105 2.5% 0-178 0.4% 42% False False 636,361
80 135-155 132-050 3-105 2.5% 0-194 0.5% 42% False False 757,273
100 135-155 130-240 4-235 3.5% 0-183 0.4% 59% False False 617,708
120 135-155 127-210 7-265 5.9% 0-168 0.4% 75% False False 515,017
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0-050
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-274
2.618 135-021
1.618 134-186
1.000 134-090
0.618 134-031
HIGH 133-255
0.618 133-196
0.500 133-178
0.382 133-159
LOW 133-100
0.618 133-004
1.000 132-265
1.618 132-169
2.618 132-014
4.250 131-081
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 133-178 133-162
PP 133-177 133-148
S1 133-176 133-135

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

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