ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 133-000 133-160 0-160 0.4% 133-010
High 133-010 133-160 0-150 0.4% 133-160
Low 132-280 133-140 0-180 0.4% 132-230
Close 133-010 133-140 0-130 0.3% 133-140
Range 0-050 0-020 -0-030 -60.0% 0-250
ATR 0-109 0-112 0-003 2.7% 0-000
Volume 1 2 1 100.0% 21
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 133-207 133-193 133-151
R3 133-187 133-173 133-146
R2 133-167 133-167 133-144
R1 133-153 133-153 133-142 133-150
PP 133-147 133-147 133-147 133-145
S1 133-133 133-133 133-138 133-130
S2 133-127 133-127 133-136
S3 133-107 133-113 133-134
S4 133-087 133-093 133-129
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-180 135-090 133-278
R3 134-250 134-160 133-209
R2 134-000 134-000 133-186
R1 133-230 133-230 133-163 133-275
PP 133-070 133-070 133-070 133-092
S1 132-300 132-300 133-117 133-025
S2 132-140 132-140 133-094
S3 131-210 132-050 133-071
S4 130-280 131-120 133-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-160 132-140 1-020 0.8% 0-064 0.1% 94% True False 4
10 133-160 131-290 1-190 1.2% 0-032 0.1% 96% True False 2
20 133-160 131-290 1-190 1.2% 0-027 0.1% 96% True False 6
40 133-290 130-270 3-020 2.3% 0-020 0.0% 85% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 133-245
2.618 133-212
1.618 133-192
1.000 133-180
0.618 133-172
HIGH 133-160
0.618 133-152
0.500 133-150
0.382 133-148
LOW 133-140
0.618 133-128
1.000 133-120
1.618 133-108
2.618 133-088
4.250 133-055
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 133-150 133-105
PP 133-147 133-070
S1 133-143 133-035

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

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