ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 133-000 132-170 -0-150 -0.4% 133-050
High 133-030 132-210 -0-140 -0.3% 133-280
Low 132-140 132-090 -0-050 -0.1% 132-250
Close 132-170 132-140 -0-030 -0.1% 132-290
Range 0-210 0-120 -0-090 -42.9% 1-030
ATR 0-154 0-152 -0-002 -1.6% 0-000
Volume 2,242 12,642 10,400 463.9% 16,913
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 133-187 133-123 132-206
R3 133-067 133-003 132-173
R2 132-267 132-267 132-162
R1 132-203 132-203 132-151 132-175
PP 132-147 132-147 132-147 132-132
S1 132-083 132-083 132-129 132-055
S2 132-027 132-027 132-118
S3 131-227 131-283 132-107
S4 131-107 131-163 132-074
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
5 133-280 132-090 1-190 1.2% 0-202 0.5% 10% False True 5,268
10 134-110 132-090 2-020 1.6% 0-195 0.5% 8% False True 3,595
20 134-180 132-090 2-090 1.7% 0-130 0.3% 7% False True 2,056
40 134-180 131-290 2-210 2.0% 0-084 0.2% 20% False False 1,082
60 134-180 131-140 3-040 2.4% 0-060 0.1% 32% False False 722
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 134-080
2.618 133-204
1.618 133-084
1.000 133-010
0.618 132-284
HIGH 132-210
0.618 132-164
0.500 132-150
0.382 132-136
LOW 132-090
0.618 132-016
1.000 131-290
1.618 131-216
2.618 131-096
4.250 130-220
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 132-150 132-255
PP 132-147 132-217
S1 132-143 132-178

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

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