ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 131-120 131-100 -0-020 0.0% 132-240
High 131-200 131-190 -0-010 0.0% 132-260
Low 131-040 131-090 0-050 0.1% 131-040
Close 131-090 131-140 0-050 0.1% 131-140
Range 0-160 0-100 -0-060 -37.5% 1-220
ATR 0-154 0-150 -0-004 -2.5% 0-000
Volume 21,261 15,328 -5,933 -27.9% 62,955
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 132-120 132-070 131-195
R3 132-020 131-290 131-168
R2 131-240 131-240 131-158
R1 131-190 131-190 131-149 131-215
PP 131-140 131-140 131-140 131-152
S1 131-090 131-090 131-131 131-115
S2 131-040 131-040 131-122
S3 130-260 130-310 131-112
S4 130-160 130-210 131-085
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 136-273 135-267 132-117
R3 135-053 134-047 131-288
R2 133-153 133-153 131-239
R1 132-147 132-147 131-190 132-040
PP 131-253 131-253 131-253 131-200
S1 130-247 130-247 131-090 130-140
S2 130-033 130-033 131-041
S3 128-133 129-027 130-312
S4 126-233 127-127 130-163
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% 0-142 0.3% 19% False False 12,591
10 133-100 131-040 2-060 1.7% 0-142 0.3% 14% False False 9,803
20 134-180 131-040 3-140 2.6% 0-162 0.4% 9% False False 5,964
40 134-180 131-040 3-140 2.6% 0-102 0.2% 9% False False 3,090
60 134-180 131-040 3-140 2.6% 0-076 0.2% 9% False False 2,062
80 134-180 129-300 4-200 3.5% 0-057 0.1% 32% False False 1,547
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 132-295
2.618 132-132
1.618 132-032
1.000 131-290
0.618 131-252
HIGH 131-190
0.618 131-152
0.500 131-140
0.382 131-128
LOW 131-090
0.618 131-028
1.000 130-310
1.618 130-248
2.618 130-148
4.250 129-305
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 131-140 131-165
PP 131-140 131-157
S1 131-140 131-148

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

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