ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 132-240 132-130 -0-110 -0.3% 133-240
High 132-275 132-310 0-035 0.1% 133-265
Low 132-090 131-270 -0-140 -0.3% 132-080
Close 132-110 132-245 0-135 0.3% 133-005
Range 0-185 1-040 0-175 94.6% 1-185
ATR 0-179 0-192 0-013 7.2% 0-000
Volume 943,387 1,721,338 777,951 82.5% 4,639,819
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 135-288 135-147 133-123
R3 134-248 134-107 133-024
R2 133-208 133-208 132-311
R1 133-067 133-067 132-278 133-138
PP 132-168 132-168 132-168 132-204
S1 132-027 132-027 132-212 132-098
S2 131-128 131-128 132-179
S3 130-088 130-307 132-146
S4 129-048 129-267 132-047
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
5 133-170 131-270 1-220 1.3% 0-248 0.6% 55% False True 1,101,399
10 133-265 131-270 1-315 1.5% 0-224 0.5% 46% False True 1,015,628
20 133-265 131-030 2-235 2.1% 0-187 0.4% 61% False False 615,041
40 134-180 131-030 3-150 2.6% 0-171 0.4% 48% False False 309,601
60 134-180 131-030 3-150 2.6% 0-126 0.3% 48% False False 206,464
80 134-180 131-030 3-150 2.6% 0-101 0.2% 48% False False 154,849
100 134-180 129-230 4-270 3.6% 0-081 0.2% 63% False False 123,880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 137-240
2.618 135-292
1.618 134-252
1.000 134-030
0.618 133-212
HIGH 132-310
0.618 132-172
0.500 132-130
0.382 132-088
LOW 131-270
0.618 131-048
1.000 130-230
1.618 130-008
2.618 128-288
4.250 127-020
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 132-207 132-218
PP 132-168 132-192
S1 132-130 132-165

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

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