ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 133-060 133-220 0-160 0.4% 133-050
High 133-280 133-230 -0-050 -0.1% 133-280
Low 133-030 132-250 -0-100 -0.2% 132-250
Close 133-210 132-290 -0-240 -0.6% 132-290
Range 0-250 0-300 0-050 20.0% 1-030
ATR 0-140 0-151 0-011 8.2% 0-000
Volume 3,787 4,913 1,126 29.7% 16,913
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 135-303 135-117 133-135
R3 135-003 134-137 133-052
R2 134-023 134-023 133-025
R1 133-157 133-157 132-318 133-100
PP 133-043 133-043 133-043 133-015
S1 132-177 132-177 132-262 132-120
S2 132-063 132-063 132-235
S3 131-083 131-197 132-208
S4 130-103 130-217 132-125
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 136-150 135-250 133-162
R3 135-120 134-220 133-066
R2 134-090 134-090 133-034
R1 133-190 133-190 133-002 133-125
PP 133-060 133-060 133-060 133-028
S1 132-160 132-160 132-258 132-095
S2 132-030 132-030 132-226
S3 131-000 131-130 132-194
S4 129-290 130-100 132-098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-280 132-250 1-030 0.8% 0-208 0.5% 11% False True 3,382
10 134-180 132-250 1-250 1.3% 0-182 0.4% 7% False True 2,126
20 134-180 132-250 1-250 1.3% 0-118 0.3% 7% False True 1,277
40 134-180 131-290 2-210 2.0% 0-072 0.2% 38% False False 641
60 134-180 130-270 3-230 2.8% 0-053 0.1% 55% False False 428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 137-225
2.618 136-055
1.618 135-075
1.000 134-210
0.618 134-095
HIGH 133-230
0.618 133-115
0.500 133-080
0.382 133-045
LOW 132-250
0.618 132-065
1.000 131-270
1.618 131-085
2.618 130-105
4.250 128-255
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 133-080 133-105
PP 133-043 133-060
S1 133-007 133-015

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

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