ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 133-000 133-020 0-020 0.0% 133-240
High 133-075 133-060 -0-015 0.0% 133-265
Low 132-260 132-230 -0-030 -0.1% 132-080
Close 132-275 132-250 -0-025 -0.1% 133-005
Range 0-135 0-150 0-015 11.1% 1-185
ATR 0-181 0-178 -0-002 -1.2% 0-000
Volume 702,944 636,737 -66,207 -9.4% 4,639,819
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 134-097 134-003 133-012
R3 133-267 133-173 132-291
R2 133-117 133-117 132-278
R1 133-023 133-023 132-264 132-315
PP 132-287 132-287 132-287 132-272
S1 132-193 132-193 132-236 132-165
S2 132-137 132-137 132-222
S3 131-307 132-043 132-209
S4 131-157 131-213 132-168
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 137-245 136-310 133-283
R3 136-060 135-125 133-144
R2 134-195 134-195 133-098
R1 133-260 133-260 133-051 133-135
PP 133-010 133-010 133-010 132-268
S1 132-075 132-075 132-279 131-270
S2 131-145 131-145 132-232
S3 129-280 130-210 132-186
S4 128-095 129-025 132-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-220 132-080 1-140 1.1% 0-212 0.5% 37% False False 964,125
10 133-265 132-080 1-185 1.2% 0-193 0.5% 34% False False 909,144
20 133-265 131-030 2-235 2.1% 0-177 0.4% 62% False False 482,777
40 134-180 131-030 3-150 2.6% 0-159 0.4% 49% False False 243,016
60 134-180 131-030 3-150 2.6% 0-119 0.3% 49% False False 162,053
80 134-180 131-030 3-150 2.6% 0-094 0.2% 49% False False 121,540
100 134-180 129-230 4-270 3.6% 0-075 0.2% 63% False False 97,232
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-058
2.618 134-133
1.618 133-303
1.000 133-210
0.618 133-153
HIGH 133-060
0.618 133-003
0.500 132-305
0.382 132-287
LOW 132-230
0.618 132-137
1.000 132-080
1.618 131-307
2.618 131-157
4.250 130-232
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 132-305 132-285
PP 132-287 132-273
S1 132-268 132-262

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

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