ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 132-120 132-130 0-010 0.0% 132-310
High 132-160 132-260 0-100 0.2% 133-100
Low 132-040 132-130 0-090 0.2% 132-040
Close 132-130 132-230 0-100 0.2% 132-230
Range 0-120 0-130 0-010 8.3% 1-060
ATR 0-149 0-148 -0-001 -0.9% 0-000
Volume 5,167 12,268 7,101 137.4% 35,077
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 133-277 133-223 132-302
R3 133-147 133-093 132-266
R2 133-017 133-017 132-254
R1 132-283 132-283 132-242 132-310
PP 132-207 132-207 132-207 132-220
S1 132-153 132-153 132-218 132-180
S2 132-077 132-077 132-206
S3 131-267 132-023 132-194
S4 131-137 131-213 132-158
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 136-090 135-220 133-119
R3 135-030 134-160 133-014
R2 133-290 133-290 132-300
R1 133-100 133-100 132-265 133-005
PP 132-230 132-230 132-230 132-182
S1 132-040 132-040 132-195 131-265
S2 131-170 131-170 132-160
S3 130-110 130-300 132-126
S4 129-050 129-240 132-021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-100 132-040 1-060 0.9% 0-142 0.3% 50% False False 7,015
10 133-280 132-040 1-240 1.3% 0-175 0.4% 34% False False 5,199
20 134-180 132-040 2-140 1.8% 0-142 0.3% 24% False False 2,913
40 134-180 131-290 2-210 2.0% 0-090 0.2% 31% False False 1,518
60 134-180 131-140 3-040 2.4% 0-064 0.2% 41% False False 1,013
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 0-021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-172
2.618 133-280
1.618 133-150
1.000 133-070
0.618 133-020
HIGH 132-260
0.618 132-210
0.500 132-195
0.382 132-180
LOW 132-130
0.618 132-050
1.000 132-000
1.618 131-240
2.618 131-110
4.250 130-218
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 132-218 132-203
PP 132-207 132-177
S1 132-195 132-150

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

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