ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 132-000 132-065 0-065 0.2% 133-000
High 132-165 132-180 0-015 0.0% 133-075
Low 131-300 132-020 0-040 0.1% 131-230
Close 132-065 132-120 0-055 0.1% 131-285
Range 0-185 0-160 -0-025 -13.5% 1-165
ATR 0-201 0-198 -0-003 -1.5% 0-000
Volume 763,950 868,748 104,798 13.7% 5,333,149
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 133-267 133-193 132-208
R3 133-107 133-033 132-164
R2 132-267 132-267 132-149
R1 132-193 132-193 132-135 132-230
PP 132-107 132-107 132-107 132-125
S1 132-033 132-033 132-105 132-070
S2 131-267 131-267 132-091
S3 131-107 131-193 132-076
S4 130-267 131-033 132-032
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 136-265 135-280 132-232
R3 135-100 134-115 132-098
R2 133-255 133-255 132-054
R1 132-270 132-270 132-009 132-180
PP 132-090 132-090 132-090 132-045
S1 131-105 131-105 131-241 131-015
S2 130-245 130-245 131-196
S3 129-080 129-260 131-152
S4 127-235 128-095 131-018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-310 131-230 1-080 0.9% 0-249 0.6% 53% False False 1,084,914
10 133-170 131-230 1-260 1.4% 0-236 0.6% 36% False False 1,032,335
20 133-265 131-190 2-075 1.7% 0-203 0.5% 35% False False 796,920
40 134-180 131-030 3-150 2.6% 0-186 0.4% 37% False False 402,135
60 134-180 131-030 3-150 2.6% 0-141 0.3% 37% False False 268,184
80 134-180 131-030 3-150 2.6% 0-108 0.3% 37% False False 201,140
100 134-180 130-000 4-180 3.4% 0-090 0.2% 52% False False 160,912
Crabel Price Patterns
NR True
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 0-056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-220
2.618 133-279
1.618 133-119
1.000 133-020
0.618 132-279
HIGH 132-180
0.618 132-119
0.500 132-100
0.382 132-081
LOW 132-020
0.618 131-241
1.000 131-180
1.618 131-081
2.618 130-241
4.250 129-300
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 132-113 132-096
PP 132-107 132-072
S1 132-100 132-048

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

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