ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 133-220 133-230 0-010 0.0% 133-140
High 134-020 133-230 -0-110 -0.3% 133-310
Low 133-220 133-190 -0-030 -0.1% 133-140
Close 133-270 133-190 -0-080 -0.2% 133-190
Range 0-120 0-040 -0-080 -66.7% 0-170
ATR 0-099 0-098 -0-001 -1.4% 0-000
Volume 102 826 724 709.8% 2,359
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 134-003 133-297 133-212
R3 133-283 133-257 133-201
R2 133-243 133-243 133-197
R1 133-217 133-217 133-194 133-210
PP 133-203 133-203 133-203 133-200
S1 133-177 133-177 133-186 133-170
S2 133-163 133-163 133-183
S3 133-123 133-137 133-179
S4 133-083 133-097 133-168
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% 0-064 0.1% 12% False False 559
10 134-020 132-230 1-110 1.0% 0-055 0.1% 65% False False 329
20 134-020 131-290 2-050 1.6% 0-042 0.1% 78% False False 168
40 134-020 131-140 2-200 2.0% 0-030 0.1% 82% False False 85
60 134-020 129-230 4-110 3.3% 0-020 0.0% 89% False False 57
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 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-080
2.618 134-015
1.618 133-295
1.000 133-270
0.618 133-255
HIGH 133-230
0.618 133-215
0.500 133-210
0.382 133-205
LOW 133-190
0.618 133-165
1.000 133-150
1.618 133-125
2.618 133-085
4.250 133-020
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 133-210 133-265
PP 133-203 133-240
S1 133-197 133-215

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

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