ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 134-115 134-155 0-040 0.1% 133-145
High 134-200 134-205 0-005 0.0% 134-135
Low 134-105 134-110 0-005 0.0% 133-095
Close 134-175 134-200 0-025 0.1% 134-115
Range 0-095 0-095 0-000 0.0% 1-040
ATR 0-194 0-187 -0-007 -3.6% 0-000
Volume 555,719 593,931 38,212 6.9% 1,710,597
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-137 135-103 134-252
R3 135-042 135-008 134-226
R2 134-267 134-267 134-217
R1 134-233 134-233 134-209 134-250
PP 134-172 134-172 134-172 134-180
S1 134-138 134-138 134-191 134-155
S2 134-077 134-077 134-183
S3 133-302 134-043 134-174
S4 133-207 133-268 134-148
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
5 134-205 133-185 1-020 0.8% 0-132 0.3% 99% True False 385,550
10 134-205 133-040 1-165 1.1% 0-169 0.4% 99% True False 659,023
20 134-205 132-290 1-235 1.3% 0-192 0.4% 99% True False 832,647
40 134-310 132-000 2-310 2.2% 0-200 0.5% 88% False False 753,542
60 134-310 130-050 4-260 3.6% 0-171 0.4% 93% False False 503,411
80 134-310 126-270 8-040 6.0% 0-142 0.3% 96% False False 377,654
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Fibonacci Retracements and Extensions
4.250 135-289
2.618 135-134
1.618 135-039
1.000 134-300
0.618 134-264
HIGH 134-205
0.618 134-169
0.500 134-158
0.382 134-146
LOW 134-110
0.618 134-051
1.000 134-015
1.618 133-276
2.618 133-181
4.250 133-026
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 134-186 134-162
PP 134-172 134-125
S1 134-158 134-088

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

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