ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 134-180 134-070 -0-110 -0.3% 133-220
High 134-180 134-110 -0-070 -0.2% 134-020
Low 134-040 133-310 -0-050 -0.1% 133-160
Close 134-100 134-030 -0-070 -0.2% 133-290
Range 0-140 0-120 -0-020 -14.3% 0-180
ATR 0-104 0-106 0-001 1.1% 0-000
Volume 1,612 503 -1,109 -68.8% 1,935
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-083 135-017 134-096
R3 134-283 134-217 134-063
R2 134-163 134-163 134-052
R1 134-097 134-097 134-041 134-070
PP 134-043 134-043 134-043 134-030
S1 133-297 133-297 134-019 133-270
S2 133-243 133-243 134-008
S3 133-123 133-177 133-317
S4 133-003 133-057 133-284
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
5 134-180 133-260 0-240 0.6% 0-096 0.2% 38% False False 771
10 134-180 133-160 1-020 0.8% 0-075 0.2% 56% False False 540
20 134-180 132-140 2-040 1.6% 0-065 0.2% 78% False False 388
40 134-180 131-290 2-210 2.0% 0-038 0.1% 82% False False 197
60 134-180 130-070 4-110 3.2% 0-030 0.1% 89% False False 132
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 0-013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-300
2.618 135-104
1.618 134-304
1.000 134-230
0.618 134-184
HIGH 134-110
0.618 134-064
0.500 134-050
0.382 134-036
LOW 133-310
0.618 133-236
1.000 133-190
1.618 133-116
2.618 132-316
4.250 132-120
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 134-050 134-085
PP 134-043 134-067
S1 134-037 134-048

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

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