ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 132-140 132-210 0-070 0.2% 131-120
High 132-245 133-000 0-075 0.2% 132-280
Low 132-115 132-200 0-085 0.2% 131-030
Close 132-230 132-280 0-050 0.1% 132-160
Range 0-130 0-120 -0-010 -7.7% 1-250
ATR 0-158 0-155 -0-003 -1.7% 0-000
Volume 295,133 675,921 380,788 129.0% 212,936
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 133-307 133-253 133-026
R3 133-187 133-133 132-313
R2 133-067 133-067 132-302
R1 133-013 133-013 132-291 133-040
PP 132-267 132-267 132-267 132-280
S1 132-213 132-213 132-269 132-240
S2 132-147 132-147 132-258
S3 132-027 132-093 132-247
S4 131-227 131-293 132-214
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 137-160 136-250 133-154
R3 135-230 135-000 132-317
R2 133-300 133-300 132-264
R1 133-070 133-070 132-212 133-185
PP 132-050 132-050 132-050 132-108
S1 131-140 131-140 132-108 131-255
S2 130-120 130-120 132-056
S3 128-190 129-210 132-003
S4 126-260 127-280 131-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-000 131-190 1-130 1.1% 0-164 0.4% 91% True False 230,982
10 133-000 131-030 1-290 1.4% 0-156 0.4% 93% True False 123,627
20 133-280 131-030 2-250 2.1% 0-166 0.4% 64% False False 64,795
40 134-180 131-030 3-150 2.6% 0-126 0.3% 51% False False 32,689
60 134-180 131-030 3-150 2.6% 0-091 0.2% 51% False False 21,795
80 134-180 130-230 3-270 2.9% 0-071 0.2% 56% False False 16,346
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-028
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 134-190
2.618 133-314
1.618 133-194
1.000 133-120
0.618 133-074
HIGH 133-000
0.618 132-274
0.500 132-260
0.382 132-246
LOW 132-200
0.618 132-126
1.000 132-080
1.618 132-006
2.618 131-206
4.250 131-010
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 132-273 132-259
PP 132-267 132-238
S1 132-260 132-218

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

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