ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 133-000 133-000 0-000 0.0% 132-150
High 133-000 133-010 0-010 0.0% 132-280
Low 132-230 132-280 0-050 0.1% 132-110
Close 132-230 133-010 0-100 0.2% 132-140
Range 0-090 0-050 -0-040 -44.4% 0-170
ATR 0-110 0-109 -0-001 -0.6% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 133-143 133-127 133-038
R3 133-093 133-077 133-024
R2 133-043 133-043 133-019
R1 133-027 133-027 133-015 133-035
PP 132-313 132-313 132-313 132-318
S1 132-297 132-297 133-005 132-305
S2 132-263 132-263 133-001
S3 132-213 132-247 132-316
S4 132-163 132-197 132-302
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% 0-060 0.1% 90% False False 4
10 133-030 131-290 1-060 0.9% 0-031 0.1% 95% False False 2
20 133-030 131-290 1-060 0.9% 0-026 0.1% 95% False False 6
40 133-290 130-270 3-020 2.3% 0-020 0.0% 71% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-222
2.618 133-141
1.618 133-091
1.000 133-060
0.618 133-041
HIGH 133-010
0.618 132-311
0.500 132-305
0.382 132-299
LOW 132-280
0.618 132-249
1.000 132-230
1.618 132-199
2.618 132-149
4.250 132-068
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 133-002 132-317
PP 132-313 132-303
S1 132-305 132-290

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

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