ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 133-280 133-145 -0-135 -0.3% 133-005
High 134-010 134-075 0-065 0.2% 134-015
Low 133-040 133-095 0-055 0.1% 133-000
Close 133-120 134-005 0-205 0.5% 133-120
Range 0-290 0-300 0-010 3.4% 1-015
ATR 0-206 0-212 0-007 3.3% 0-000
Volume 1,172,320 932,495 -239,825 -20.5% 4,369,613
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 136-212 136-088 134-170
R3 135-232 135-108 134-088
R2 134-252 134-252 134-060
R1 134-128 134-128 134-032 134-190
PP 133-272 133-272 133-272 133-302
S1 133-148 133-148 133-298 133-210
S2 132-292 132-292 133-270
S3 131-312 132-168 133-242
S4 131-012 131-188 133-160
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 136-197 136-013 133-304
R3 135-182 134-318 133-212
R2 134-167 134-167 133-181
R1 133-303 133-303 133-151 134-075
PP 133-152 133-152 133-152 133-198
S1 132-288 132-288 133-089 133-060
S2 132-137 132-137 133-059
S3 131-122 131-273 133-028
S4 130-107 130-258 132-256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-075 133-040 1-035 0.8% 0-206 0.5% 80% True False 932,497
10 134-075 132-290 1-105 1.0% 0-199 0.5% 84% True False 930,437
20 134-090 132-180 1-230 1.3% 0-223 0.5% 85% False False 1,055,799
40 134-310 131-140 3-170 2.6% 0-199 0.5% 73% False False 705,980
60 134-310 129-300 5-010 3.8% 0-169 0.4% 81% False False 471,364
80 134-310 126-270 8-040 6.1% 0-134 0.3% 88% False False 353,557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 138-070
2.618 136-220
1.618 135-240
1.000 135-055
0.618 134-260
HIGH 134-075
0.618 133-280
0.500 133-245
0.382 133-210
LOW 133-095
0.618 132-230
1.000 132-115
1.618 131-250
2.618 130-270
4.250 129-100
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 133-298 133-289
PP 133-272 133-253
S1 133-245 133-218

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

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