ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 133-220 132-310 -0-230 -0.5% 133-050
High 133-230 133-100 -0-130 -0.3% 133-280
Low 132-250 132-290 0-040 0.1% 132-250
Close 132-290 133-030 0-060 0.1% 132-290
Range 0-300 0-130 -0-170 -56.7% 1-030
ATR 0-151 0-150 -0-002 -1.0% 0-000
Volume 4,913 2,758 -2,155 -43.9% 16,913
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 134-103 134-037 133-102
R3 133-293 133-227 133-066
R2 133-163 133-163 133-054
R1 133-097 133-097 133-042 133-130
PP 133-033 133-033 133-033 133-050
S1 132-287 132-287 133-018 133-000
S2 132-223 132-223 133-006
S3 132-093 132-157 132-314
S4 131-283 132-027 132-278
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% 0-204 0.5% 29% False False 3,670
10 134-180 132-250 1-250 1.3% 0-191 0.4% 18% False False 2,390
20 134-180 132-250 1-250 1.3% 0-122 0.3% 18% False False 1,392
40 134-180 131-290 2-210 2.0% 0-076 0.2% 45% False False 710
60 134-180 131-050 3-130 2.6% 0-055 0.1% 57% False False 474
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-012
2.618 134-120
1.618 133-310
1.000 133-230
0.618 133-180
HIGH 133-100
0.618 133-050
0.500 133-035
0.382 133-020
LOW 132-290
0.618 132-210
1.000 132-160
1.618 132-080
2.618 131-270
4.250 131-058
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 133-035 133-105
PP 133-033 133-080
S1 133-032 133-055

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

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