ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 134-040 134-050 0-010 0.0% 133-220
High 134-060 134-150 0-090 0.2% 134-020
Low 134-020 134-000 -0-020 0.0% 133-160
Close 134-040 134-110 0-070 0.2% 133-290
Range 0-040 0-150 0-110 275.0% 0-180
ATR 0-098 0-102 0-004 3.8% 0-000
Volume 115 1,226 1,111 966.1% 1,935
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-217 135-153 134-192
R3 135-067 135-003 134-151
R2 134-237 134-237 134-138
R1 134-173 134-173 134-124 134-205
PP 134-087 134-087 134-087 134-102
S1 134-023 134-023 134-096 134-055
S2 133-257 133-257 134-082
S3 133-107 133-193 134-069
S4 132-277 133-043 134-028
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-163 135-087 134-069
R3 134-303 134-227 134-020
R2 134-123 134-123 134-003
R1 134-047 134-047 133-306 134-085
PP 133-263 133-263 133-263 133-282
S1 133-187 133-187 133-274 133-225
S2 133-083 133-083 133-257
S3 132-223 133-007 133-240
S4 132-043 132-147 133-191
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-150 133-160 0-310 0.7% 0-066 0.2% 87% True False 469
10 134-150 133-160 0-310 0.7% 0-065 0.2% 87% True False 514
20 134-150 132-110 2-040 1.6% 0-052 0.1% 94% True False 283
40 134-150 131-290 2-180 1.9% 0-032 0.1% 95% True False 144
60 134-150 130-000 4-150 3.3% 0-026 0.1% 97% True False 96
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 0-015
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 136-148
2.618 135-223
1.618 135-073
1.000 134-300
0.618 134-243
HIGH 134-150
0.618 134-093
0.500 134-075
0.382 134-057
LOW 134-000
0.618 133-227
1.000 133-170
1.618 133-077
2.618 132-247
4.250 132-002
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 134-098 134-088
PP 134-087 134-067
S1 134-075 134-045

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

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