ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 131-170 131-190 0-020 0.0% 132-240
High 131-180 132-140 0-280 0.7% 132-260
Low 131-030 131-190 0-160 0.4% 131-040
Close 131-160 132-070 0-230 0.5% 131-140
Range 0-150 0-270 0-120 80.0% 1-220
ATR 0-151 0-161 0-011 7.1% 0-000
Volume 13,798 40,631 26,833 194.5% 62,955
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 134-197 134-083 132-218
R3 133-247 133-133 132-144
R2 132-297 132-297 132-120
R1 132-183 132-183 132-095 132-240
PP 132-027 132-027 132-027 132-055
S1 131-233 131-233 132-045 131-290
S2 131-077 131-077 132-020
S3 130-127 130-283 131-316
S4 129-177 130-013 131-242
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
5 132-140 131-030 1-110 1.0% 0-168 0.4% 84% True False 21,259
10 132-260 131-030 1-230 1.3% 0-154 0.4% 65% False False 15,009
20 134-110 131-030 3-080 2.5% 0-174 0.4% 35% False False 9,302
40 134-180 131-030 3-150 2.6% 0-117 0.3% 32% False False 4,833
60 134-180 131-030 3-150 2.6% 0-082 0.2% 32% False False 3,223
80 134-180 130-000 4-180 3.5% 0-064 0.2% 49% False False 2,418
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 136-008
2.618 134-207
1.618 133-257
1.000 133-090
0.618 132-307
HIGH 132-140
0.618 132-037
0.500 132-005
0.382 131-293
LOW 131-190
0.618 131-023
1.000 130-240
1.618 130-073
2.618 129-123
4.250 128-002
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 132-048 132-022
PP 132-027 131-293
S1 132-005 131-245

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

View Archives - Comment on this page... - Back to Index of Symbols