ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 132-310 133-000 0-010 0.0% 133-050
High 133-100 133-030 -0-070 -0.2% 133-280
Low 132-290 132-140 -0-150 -0.4% 132-250
Close 133-030 132-170 -0-180 -0.4% 132-290
Range 0-130 0-210 0-080 61.5% 1-030
ATR 0-150 0-154 0-004 2.9% 0-000
Volume 2,758 2,242 -516 -18.7% 16,913
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 134-210 134-080 132-286
R3 134-000 133-190 132-228
R2 133-110 133-110 132-208
R1 132-300 132-300 132-189 132-260
PP 132-220 132-220 132-220 132-200
S1 132-090 132-090 132-151 132-050
S2 132-010 132-010 132-132
S3 131-120 131-200 132-112
S4 130-230 130-310 132-054
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
5 133-280 132-140 1-140 1.1% 0-222 0.5% 7% False True 3,777
10 134-180 132-140 2-040 1.6% 0-197 0.5% 4% False True 2,492
20 134-180 132-140 2-040 1.6% 0-131 0.3% 4% False True 1,503
40 134-180 131-290 2-210 2.0% 0-081 0.2% 24% False False 766
60 134-180 131-140 3-040 2.4% 0-058 0.1% 35% False False 511
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-282
2.618 134-260
1.618 134-050
1.000 133-240
0.618 133-160
HIGH 133-030
0.618 132-270
0.500 132-245
0.382 132-220
LOW 132-140
0.618 132-010
1.000 131-250
1.618 131-120
2.618 130-230
4.250 129-208
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 132-245 133-025
PP 132-220 132-287
S1 132-195 132-228

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

View Archives - Comment on this page... - Back to Index of Symbols