ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 132-130 132-240 0-110 0.3% 132-310
High 132-260 132-260 0-000 0.0% 133-100
Low 132-130 132-150 0-020 0.0% 132-040
Close 132-230 132-190 -0-040 -0.1% 132-230
Range 0-130 0-110 -0-020 -15.4% 1-060
ATR 0-148 0-145 -0-003 -1.8% 0-000
Volume 12,268 6,925 -5,343 -43.6% 35,077
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 133-210 133-150 132-250
R3 133-100 133-040 132-220
R2 132-310 132-310 132-210
R1 132-250 132-250 132-200 132-225
PP 132-200 132-200 132-200 132-188
S1 132-140 132-140 132-180 132-115
S2 132-090 132-090 132-170
S3 131-300 132-030 132-160
S4 131-190 131-240 132-130
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
5 133-030 132-040 0-310 0.7% 0-138 0.3% 48% False False 7,848
10 133-280 132-040 1-240 1.3% 0-171 0.4% 27% False False 5,759
20 134-180 132-040 2-140 1.8% 0-141 0.3% 19% False False 3,254
40 134-180 131-290 2-210 2.0% 0-090 0.2% 26% False False 1,691
60 134-180 131-140 3-040 2.4% 0-066 0.2% 37% False False 1,128
80 134-180 129-230 4-270 3.7% 0-050 0.1% 59% False False 846
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-023
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 134-088
2.618 133-228
1.618 133-118
1.000 133-050
0.618 133-008
HIGH 132-260
0.618 132-218
0.500 132-205
0.382 132-192
LOW 132-150
0.618 132-082
1.000 132-040
1.618 131-292
2.618 131-182
4.250 131-002
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 132-205 132-177
PP 132-200 132-163
S1 132-195 132-150

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

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