ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 131-120 131-170 0-050 0.1% 132-240
High 131-190 131-180 -0-010 0.0% 132-260
Low 131-030 131-030 0-000 0.0% 131-040
Close 131-140 131-160 0-020 0.0% 131-140
Range 0-160 0-150 -0-010 -6.3% 1-220
ATR 0-151 0-151 0-000 0.0% 0-000
Volume 15,279 13,798 -1,481 -9.7% 62,955
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 132-253 132-197 131-242
R3 132-103 132-047 131-201
R2 131-273 131-273 131-188
R1 131-217 131-217 131-174 131-170
PP 131-123 131-123 131-123 131-100
S1 131-067 131-067 131-146 131-020
S2 130-293 130-293 131-132
S3 130-143 130-237 131-119
S4 129-313 130-087 131-078
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
5 131-290 131-030 0-260 0.6% 0-148 0.4% 50% False True 16,271
10 132-260 131-030 1-230 1.3% 0-139 0.3% 24% False True 12,210
20 134-180 131-030 3-150 2.6% 0-168 0.4% 12% False True 7,351
40 134-180 131-030 3-150 2.6% 0-110 0.3% 12% False True 3,817
60 134-180 131-030 3-150 2.6% 0-077 0.2% 12% False True 2,546
80 134-180 130-000 4-180 3.5% 0-061 0.1% 33% False False 1,910
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-178
2.618 132-253
1.618 132-103
1.000 132-010
0.618 131-273
HIGH 131-180
0.618 131-123
0.500 131-105
0.382 131-087
LOW 131-030
0.618 130-257
1.000 130-200
1.618 130-107
2.618 129-277
4.250 129-032
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 131-142 131-143
PP 131-123 131-127
S1 131-105 131-110

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

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