ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 133-300 133-220 -0-080 -0.2% 133-005
High 134-010 134-030 0-020 0.0% 134-015
Low 133-185 133-190 0-005 0.0% 133-000
Close 133-205 133-305 0-100 0.2% 133-120
Range 0-145 0-160 0-015 10.3% 1-015
ATR 0-207 0-204 -0-003 -1.6% 0-000
Volume 912 765 -147 -16.1% 4,369,613
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-122 135-053 134-073
R3 134-282 134-213 134-029
R2 134-122 134-122 134-014
R1 134-053 134-053 134-000 134-088
PP 133-282 133-282 133-282 133-299
S1 133-213 133-213 133-290 133-248
S2 133-122 133-122 133-276
S3 132-282 133-053 133-261
S4 132-122 132-213 133-217
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% 0-219 0.5% 75% False False 616,006
10 134-075 132-290 1-105 1.0% 0-186 0.4% 79% False False 712,236
20 134-075 132-180 1-215 1.2% 0-215 0.5% 83% False False 919,794
40 134-310 131-140 3-170 2.6% 0-200 0.5% 71% False False 705,768
60 134-310 129-310 5-000 3.7% 0-171 0.4% 80% False False 471,388
80 134-310 126-270 8-040 6.1% 0-138 0.3% 88% False False 353,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-070
2.618 135-129
1.618 134-289
1.000 134-190
0.618 134-129
HIGH 134-030
0.618 133-289
0.500 133-270
0.382 133-251
LOW 133-190
0.618 133-091
1.000 133-030
1.618 132-251
2.618 132-091
4.250 131-150
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 133-293 133-285
PP 133-282 133-265
S1 133-270 133-245

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

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