ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 133-180 133-260 0-080 0.2% 133-010
High 133-210 133-310 0-100 0.2% 133-160
Low 133-180 133-170 -0-010 0.0% 132-230
Close 133-210 133-200 -0-010 0.0% 133-140
Range 0-030 0-140 0-110 366.7% 0-250
ATR 0-101 0-104 0-003 2.7% 0-000
Volume 30 1,567 1,537 5,123.3% 21
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-007 134-243 133-277
R3 134-187 134-103 133-238
R2 134-047 134-047 133-226
R1 133-283 133-283 133-213 133-255
PP 133-227 133-227 133-227 133-212
S1 133-143 133-143 133-187 133-115
S2 133-087 133-087 133-174
S3 132-267 133-003 133-162
S4 132-127 132-183 133-123
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
5 133-310 132-280 1-030 0.8% 0-056 0.1% 69% True False 412
10 133-310 132-140 1-170 1.1% 0-053 0.1% 78% True False 208
20 133-310 131-290 2-020 1.5% 0-038 0.1% 83% True False 108
40 133-310 131-140 2-170 1.9% 0-026 0.1% 86% True False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 135-265
2.618 135-037
1.618 134-217
1.000 134-130
0.618 134-077
HIGH 133-310
0.618 133-257
0.500 133-240
0.382 133-223
LOW 133-170
0.618 133-083
1.000 133-030
1.618 132-263
2.618 132-123
4.250 131-215
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 133-240 133-225
PP 133-227 133-217
S1 133-213 133-208

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

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