ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 132-170 132-120 -0-050 -0.1% 133-050
High 132-210 132-160 -0-050 -0.1% 133-280
Low 132-090 132-040 -0-050 -0.1% 132-250
Close 132-140 132-130 -0-010 0.0% 132-290
Range 0-120 0-120 0-000 0.0% 1-030
ATR 0-152 0-149 -0-002 -1.5% 0-000
Volume 12,642 5,167 -7,475 -59.1% 16,913
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 133-150 133-100 132-196
R3 133-030 132-300 132-163
R2 132-230 132-230 132-152
R1 132-180 132-180 132-141 132-205
PP 132-110 132-110 132-110 132-122
S1 132-060 132-060 132-119 132-085
S2 131-310 131-310 132-108
S3 131-190 131-260 132-097
S4 131-070 131-140 132-064
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
5 133-230 132-040 1-190 1.2% 0-176 0.4% 18% False True 5,544
10 134-010 132-040 1-290 1.4% 0-195 0.5% 15% False True 4,061
20 134-180 132-040 2-140 1.8% 0-135 0.3% 12% False True 2,300
40 134-180 131-290 2-210 2.0% 0-087 0.2% 19% False False 1,212
60 134-180 131-140 3-040 2.4% 0-062 0.1% 31% False False 808
Crabel Price Patterns
NR False
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 0-021
Fibonacci Retracements and Extensions
4.250 134-030
2.618 133-154
1.618 133-034
1.000 132-280
0.618 132-234
HIGH 132-160
0.618 132-114
0.500 132-100
0.382 132-086
LOW 132-040
0.618 131-286
1.000 131-240
1.618 131-166
2.618 131-046
4.250 130-170
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 132-120 132-195
PP 132-110 132-173
S1 132-100 132-152

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

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