ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 132-240 132-140 -0-100 -0.2% 132-310
High 132-260 132-170 -0-090 -0.2% 133-100
Low 132-150 132-000 -0-150 -0.4% 132-040
Close 132-190 132-020 -0-170 -0.4% 132-230
Range 0-110 0-170 0-060 54.5% 1-060
ATR 0-145 0-148 0-003 2.2% 0-000
Volume 6,925 3,748 -3,177 -45.9% 35,077
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 133-253 133-147 132-114
R3 133-083 132-297 132-067
R2 132-233 132-233 132-051
R1 132-127 132-127 132-036 132-095
PP 132-063 132-063 132-063 132-048
S1 131-277 131-277 132-004 131-245
S2 131-213 131-213 131-309
S3 131-043 131-107 131-293
S4 130-193 130-257 131-246
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
5 132-260 132-000 0-260 0.6% 0-130 0.3% 8% False True 8,150
10 133-280 132-000 1-280 1.4% 0-176 0.4% 3% False True 5,963
20 134-180 132-000 2-180 1.9% 0-148 0.3% 2% False True 3,400
40 134-180 131-290 2-210 2.0% 0-094 0.2% 6% False False 1,784
60 134-180 131-140 3-040 2.4% 0-069 0.2% 20% False False 1,190
80 134-180 129-230 4-270 3.7% 0-052 0.1% 48% False False 893
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134-252
2.618 133-295
1.618 133-125
1.000 133-020
0.618 132-275
HIGH 132-170
0.618 132-105
0.500 132-085
0.382 132-065
LOW 132-000
0.618 131-215
1.000 131-150
1.618 131-045
2.618 130-195
4.250 129-238
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 132-085 132-130
PP 132-063 132-093
S1 132-042 132-057

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

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