ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 131-100 131-120 0-020 0.0% 132-240
High 131-190 131-190 0-000 0.0% 132-260
Low 131-090 131-030 -0-060 -0.1% 131-040
Close 131-140 131-140 0-000 0.0% 131-140
Range 0-100 0-160 0-060 60.0% 1-220
ATR 0-150 0-151 0-001 0.5% 0-000
Volume 15,328 15,279 -49 -0.3% 62,955
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 132-280 132-210 131-228
R3 132-120 132-050 131-184
R2 131-280 131-280 131-169
R1 131-210 131-210 131-155 131-245
PP 131-120 131-120 131-120 131-138
S1 131-050 131-050 131-125 131-085
S2 130-280 130-280 131-111
S3 130-120 130-210 131-096
S4 129-280 130-050 131-052
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
5 132-170 131-030 1-140 1.1% 0-152 0.4% 24% False True 14,261
10 133-030 131-030 2-000 1.5% 0-145 0.3% 17% False True 11,055
20 134-180 131-030 3-150 2.6% 0-168 0.4% 10% False True 6,722
40 134-180 131-030 3-150 2.6% 0-106 0.3% 10% False True 3,472
60 134-180 131-030 3-150 2.6% 0-074 0.2% 10% False True 2,316
80 134-180 130-000 4-180 3.5% 0-059 0.1% 32% False False 1,738
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-230
2.618 132-289
1.618 132-129
1.000 132-030
0.618 131-289
HIGH 131-190
0.618 131-129
0.500 131-110
0.382 131-091
LOW 131-030
0.618 130-251
1.000 130-190
1.618 130-091
2.618 129-251
4.250 128-310
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 131-130 131-132
PP 131-120 131-123
S1 131-110 131-115

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

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