ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 133-050 133-180 0-130 0.3% 134-040
High 133-200 133-280 0-080 0.2% 134-180
Low 133-050 133-160 0-110 0.3% 133-000
Close 133-180 133-210 0-030 0.1% 133-050
Range 0-150 0-120 -0-030 -20.0% 1-180
ATR 0-125 0-125 0-000 -0.3% 0-000
Volume 1,319 1,707 388 29.4% 4,349
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 134-257 134-193 133-276
R3 134-137 134-073 133-243
R2 134-017 134-017 133-232
R1 133-273 133-273 133-221 133-305
PP 133-217 133-217 133-217 133-232
S1 133-153 133-153 133-199 133-185
S2 133-097 133-097 133-188
S3 132-297 133-033 133-177
S4 132-177 132-233 133-144
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 138-083 137-087 134-005
R3 136-223 135-227 133-188
R2 135-043 135-043 133-142
R1 134-047 134-047 133-096 133-275
PP 133-183 133-183 133-183 133-138
S1 132-187 132-187 133-004 132-095
S2 132-003 132-003 132-278
S3 130-143 131-007 132-232
S4 128-283 129-147 132-095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-180 133-000 1-180 1.2% 0-172 0.4% 42% False False 1,206
10 134-180 133-000 1-180 1.2% 0-119 0.3% 42% False False 838
20 134-180 132-230 1-270 1.4% 0-087 0.2% 51% False False 583
40 134-180 131-290 2-210 2.0% 0-053 0.1% 66% False False 294
60 134-180 130-230 3-270 2.9% 0-040 0.1% 76% False False 197
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 0-015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-150
2.618 134-274
1.618 134-154
1.000 134-080
0.618 134-034
HIGH 133-280
0.618 133-234
0.500 133-220
0.382 133-206
LOW 133-160
0.618 133-086
1.000 133-040
1.618 132-286
2.618 132-166
4.250 131-290
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 133-220 133-195
PP 133-217 133-180
S1 133-213 133-165

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

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