ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 132-210 132-270 0-060 0.1% 131-120
High 133-000 132-300 -0-020 0.0% 132-280
Low 132-200 132-180 -0-020 0.0% 131-030
Close 132-280 132-240 -0-040 -0.1% 132-160
Range 0-120 0-120 0-000 0.0% 1-250
ATR 0-155 0-153 -0-003 -1.6% 0-000
Volume 675,921 923,968 248,047 36.7% 212,936
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 133-280 133-220 132-306
R3 133-160 133-100 132-273
R2 133-040 133-040 132-262
R1 132-300 132-300 132-251 132-270
PP 132-240 132-240 132-240 132-225
S1 132-180 132-180 132-229 132-150
S2 132-120 132-120 132-218
S3 132-000 132-060 132-207
S4 131-200 131-260 132-174
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
5 133-000 132-070 0-250 0.6% 0-134 0.3% 68% False False 407,650
10 133-000 131-030 1-290 1.4% 0-151 0.4% 87% False False 214,454
20 133-280 131-030 2-250 2.1% 0-161 0.4% 60% False False 110,734
40 134-180 131-030 3-150 2.6% 0-127 0.3% 48% False False 55,788
60 134-180 131-030 3-150 2.6% 0-093 0.2% 48% False False 37,194
80 134-180 130-270 3-230 2.8% 0-073 0.2% 51% False False 27,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0-032
Fibonacci Retracements and Extensions
4.250 134-170
2.618 133-294
1.618 133-174
1.000 133-100
0.618 133-054
HIGH 132-300
0.618 132-254
0.500 132-240
0.382 132-226
LOW 132-180
0.618 132-106
1.000 132-060
1.618 131-306
2.618 131-186
4.250 130-310
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 132-240 132-232
PP 132-240 132-225
S1 132-240 132-218

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

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