ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 133-220 133-295 0-075 0.2% 133-145
High 134-030 134-135 0-105 0.2% 134-135
Low 133-190 133-290 0-100 0.2% 133-095
Close 133-305 134-115 0-130 0.3% 134-115
Range 0-160 0-165 0-005 3.1% 1-040
ATR 0-204 0-201 -0-003 -1.4% 0-000
Volume 765 776,425 775,660 101,393.5% 1,710,597
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-248 135-187 134-206
R3 135-083 135-022 134-160
R2 134-238 134-238 134-145
R1 134-177 134-177 134-130 134-208
PP 134-073 134-073 134-073 134-089
S1 134-012 134-012 134-100 134-042
S2 133-228 133-228 134-085
S3 133-063 133-167 134-070
S4 132-218 133-002 134-024
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 137-128 137-002 134-313
R3 136-088 135-282 134-214
R2 135-048 135-048 134-181
R1 134-242 134-242 134-148 134-305
PP 134-008 134-008 134-008 134-040
S1 133-202 133-202 134-082 133-265
S2 132-288 132-288 134-049
S3 131-248 132-162 134-016
S4 130-208 131-122 133-237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-135 133-040 1-095 1.0% 0-212 0.5% 95% True False 576,583
10 134-135 132-290 1-165 1.1% 0-186 0.4% 96% True False 690,043
20 134-135 132-180 1-275 1.4% 0-216 0.5% 97% True False 894,677
40 134-310 131-140 3-170 2.6% 0-201 0.5% 83% False False 725,030
60 134-310 129-310 5-000 3.7% 0-171 0.4% 88% False False 484,275
80 134-310 126-270 8-040 6.0% 0-140 0.3% 93% False False 363,283
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 0-032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-196
2.618 135-247
1.618 135-082
1.000 134-300
0.618 134-237
HIGH 134-135
0.618 134-072
0.500 134-052
0.382 134-033
LOW 133-290
0.618 133-188
1.000 133-125
1.618 133-023
2.618 132-178
4.250 131-229
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 134-094 134-077
PP 134-073 134-038
S1 134-052 134-000

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

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