ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 133-010 133-000 -0-010 0.0% 132-150
High 133-030 133-000 -0-030 -0.1% 132-280
Low 133-010 132-230 -0-100 -0.2% 132-110
Close 133-030 132-230 -0-120 -0.3% 132-140
Range 0-020 0-090 0-070 350.0% 0-170
ATR 0-109 0-110 0-001 0.7% 0-000
Volume 17 1 -16 -94.1% 5
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 133-210 133-150 132-280
R3 133-120 133-060 132-255
R2 133-030 133-030 132-246
R1 132-290 132-290 132-238 132-275
PP 132-260 132-260 132-260 132-252
S1 132-200 132-200 132-222 132-185
S2 132-170 132-170 132-214
S3 132-080 132-110 132-205
S4 131-310 132-020 132-180
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 134-047 133-263 132-234
R3 133-197 133-093 132-187
R2 133-027 133-027 132-171
R1 132-243 132-243 132-156 132-210
PP 132-177 132-177 132-177 132-160
S1 132-073 132-073 132-124 132-040
S2 132-007 132-007 132-109
S3 131-157 131-223 132-093
S4 130-307 131-053 132-046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-030 132-140 0-210 0.5% 0-050 0.1% 43% False False 4
10 133-030 131-290 1-060 0.9% 0-026 0.1% 68% False False 3
20 133-030 131-290 1-060 0.9% 0-024 0.1% 68% False False 6
40 133-290 130-270 3-020 2.3% 0-018 0.0% 61% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-062
2.618 133-236
1.618 133-146
1.000 133-090
0.618 133-056
HIGH 133-000
0.618 132-286
0.500 132-275
0.382 132-264
LOW 132-230
0.618 132-174
1.000 132-140
1.618 132-084
2.618 131-314
4.250 131-168
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 132-275 132-245
PP 132-260 132-240
S1 132-245 132-235

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

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