ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 132-140 132-140 0-000 0.0% 131-265
High 132-280 132-245 -0-035 -0.1% 132-280
Low 132-110 132-080 -0-030 -0.1% 131-235
Close 132-130 132-215 0-085 0.2% 132-215
Range 0-170 0-165 -0-005 -2.9% 1-045
ATR 0-196 0-194 -0-002 -1.1% 0-000
Volume 923,448 740,468 -182,980 -19.8% 4,038,409
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 134-035 133-290 132-306
R3 133-190 133-125 132-260
R2 133-025 133-025 132-245
R1 132-280 132-280 132-230 132-312
PP 132-180 132-180 132-180 132-196
S1 132-115 132-115 132-200 132-148
S2 132-015 132-015 132-185
S3 131-170 131-270 132-170
S4 131-005 131-105 132-124
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 135-272 135-128 133-096
R3 134-227 134-083 132-315
R2 133-182 133-182 132-282
R1 133-038 133-038 132-248 133-110
PP 132-137 132-137 132-137 132-172
S1 131-313 131-313 132-182 132-065
S2 131-092 131-092 132-148
S3 130-047 130-268 132-115
S4 129-002 129-223 132-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-280 131-235 1-045 0.9% 0-166 0.4% 82% False False 807,681
10 133-075 131-230 1-165 1.1% 0-205 0.5% 63% False False 937,155
20 133-265 131-230 2-035 1.6% 0-199 0.5% 45% False False 875,830
40 134-010 131-030 2-300 2.2% 0-187 0.4% 54% False False 443,680
60 134-180 131-030 3-150 2.6% 0-147 0.3% 45% False False 295,916
80 134-180 131-030 3-150 2.6% 0-113 0.3% 45% False False 221,938
100 134-180 130-070 4-110 3.3% 0-093 0.2% 56% False False 177,551
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 True
Bear Hook False
Bull Hook False
Stretch 0-050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-306
2.618 134-037
1.618 133-192
1.000 133-090
0.618 133-027
HIGH 132-245
0.618 132-182
0.500 132-162
0.382 132-143
LOW 132-080
0.618 131-298
1.000 131-235
1.618 131-133
2.618 130-288
4.250 130-019
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 132-198 132-193
PP 132-180 132-172
S1 132-162 132-150

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

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