ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 133-190 133-220 0-030 0.1% 133-140
High 133-190 134-020 0-150 0.4% 133-310
Low 133-190 133-220 0-030 0.1% 133-140
Close 133-190 133-270 0-080 0.2% 133-190
Range 0-000 0-120 0-120 0-170
ATR 0-095 0-099 0-004 4.1% 0-000
Volume 12 102 90 750.0% 2,359
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 134-317 134-253 134-016
R3 134-197 134-133 133-303
R2 134-077 134-077 133-292
R1 134-013 134-013 133-281 134-045
PP 133-277 133-277 133-277 133-292
S1 133-213 133-213 133-259 133-245
S2 133-157 133-157 133-248
S3 133-037 133-093 133-237
S4 132-237 132-293 133-204
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-083 134-307 133-284
R3 134-233 134-137 133-237
R2 134-063 134-063 133-221
R1 133-287 133-287 133-206 134-015
PP 133-213 133-213 133-213 133-238
S1 133-117 133-117 133-174 133-165
S2 133-043 133-043 133-159
S3 132-193 132-267 133-143
S4 132-023 132-097 133-096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-020 133-170 0-170 0.4% 0-062 0.1% 59% True False 399
10 134-020 132-230 1-110 1.0% 0-053 0.1% 84% True False 248
20 134-020 131-290 2-050 1.6% 0-040 0.1% 90% True False 128
40 134-020 131-140 2-200 2.0% 0-029 0.1% 92% True False 65
60 134-020 129-230 4-110 3.2% 0-019 0.0% 95% True False 44
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 0-007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-210
2.618 135-014
1.618 134-214
1.000 134-140
0.618 134-094
HIGH 134-020
0.618 133-294
0.500 133-280
0.382 133-266
LOW 133-220
0.618 133-146
1.000 133-100
1.618 133-026
2.618 132-226
4.250 132-030
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 133-280 133-268
PP 133-277 133-267
S1 133-273 133-265

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

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