ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 131-290 131-120 -0-170 -0.4% 132-310
High 131-290 131-200 -0-090 -0.2% 133-100
Low 131-120 131-040 -0-080 -0.2% 132-040
Close 131-160 131-090 -0-070 -0.2% 132-230
Range 0-170 0-160 -0-010 -5.9% 1-060
ATR 0-154 0-154 0-000 0.3% 0-000
Volume 15,693 21,261 5,568 35.5% 35,077
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 132-270 132-180 131-178
R3 132-110 132-020 131-134
R2 131-270 131-270 131-119
R1 131-180 131-180 131-105 131-145
PP 131-110 131-110 131-110 131-092
S1 131-020 131-020 131-075 130-305
S2 130-270 130-270 131-061
S3 130-110 130-180 131-046
S4 129-270 130-020 131-002
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
5 132-260 131-040 1-220 1.3% 0-148 0.4% 9% False True 11,979
10 133-230 131-040 2-190 2.0% 0-162 0.4% 6% False True 8,761
20 134-180 131-040 3-140 2.6% 0-158 0.4% 5% False True 5,218
40 134-180 131-040 3-140 2.6% 0-100 0.2% 5% False True 2,707
60 134-180 131-040 3-140 2.6% 0-075 0.2% 5% False True 1,806
80 134-180 129-230 4-270 3.7% 0-056 0.1% 32% False False 1,355
Crabel Price Patterns
NR True
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 0-027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-240
2.618 132-299
1.618 132-139
1.000 132-040
0.618 131-299
HIGH 131-200
0.618 131-139
0.500 131-120
0.382 131-101
LOW 131-040
0.618 130-261
1.000 130-200
1.618 130-101
2.618 129-261
4.250 129-000
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 131-120 131-265
PP 131-110 131-207
S1 131-100 131-148

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

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