ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 133-145 133-300 0-155 0.4% 133-005
High 134-075 134-010 -0-065 -0.2% 134-015
Low 133-095 133-185 0-090 0.2% 133-000
Close 134-005 133-205 -0-120 -0.3% 133-120
Range 0-300 0-145 -0-155 -51.7% 1-015
ATR 0-212 0-207 -0-005 -2.3% 0-000
Volume 932,495 912 -931,583 -99.9% 4,369,613
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-035 134-265 133-285
R3 134-210 134-120 133-245
R2 134-065 134-065 133-232
R1 133-295 133-295 133-218 133-268
PP 133-240 133-240 133-240 133-226
S1 133-150 133-150 133-192 133-122
S2 133-095 133-095 133-178
S3 132-270 133-005 133-165
S4 132-125 132-180 133-125
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% 0-207 0.5% 46% False False 755,327
10 134-075 132-290 1-105 1.0% 0-192 0.4% 55% False False 838,020
20 134-075 132-180 1-215 1.3% 0-221 0.5% 64% False False 1,001,918
40 134-310 131-140 3-170 2.6% 0-199 0.5% 62% False False 705,904
60 134-310 129-300 5-010 3.8% 0-171 0.4% 74% False False 471,379
80 134-310 126-270 8-040 6.1% 0-136 0.3% 84% False False 353,568
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-306
2.618 135-070
1.618 134-245
1.000 134-155
0.618 134-100
HIGH 134-010
0.618 133-275
0.500 133-258
0.382 133-240
LOW 133-185
0.618 133-095
1.000 133-040
1.618 132-270
2.618 132-125
4.250 131-209
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 133-258 133-218
PP 133-240 133-213
S1 133-222 133-209

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

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