ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 134-190 134-230 0-040 0.1% 134-115
High 135-005 134-275 -0-050 -0.1% 134-295
Low 134-175 134-155 -0-020 0.0% 134-105
Close 134-260 134-175 -0-085 -0.2% 134-175
Range 0-150 0-120 -0-030 -20.0% 0-190
ATR 0-174 0-170 -0-004 -2.2% 0-000
Volume 594,238 680,058 85,820 14.4% 3,330,471
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-242 135-168 134-241
R3 135-122 135-048 134-208
R2 135-002 135-002 134-197
R1 134-248 134-248 134-186 134-225
PP 134-202 134-202 134-202 134-190
S1 134-128 134-128 134-164 134-105
S2 134-082 134-082 134-153
S3 133-282 134-008 134-142
S4 133-162 133-208 134-109
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 136-122 136-018 134-280
R3 135-252 135-148 134-227
R2 135-062 135-062 134-210
R1 134-278 134-278 134-192 135-010
PP 134-192 134-192 134-192 134-218
S1 134-088 134-088 134-158 134-140
S2 134-002 134-002 134-140
S3 133-132 133-218 134-123
S4 132-262 133-028 134-070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-005 134-115 0-210 0.5% 0-135 0.3% 29% False False 691,023
10 135-005 133-185 1-140 1.1% 0-134 0.3% 67% False False 538,286
20 135-005 132-290 2-035 1.6% 0-166 0.4% 78% False False 734,361
40 135-005 132-030 2-295 2.2% 0-199 0.5% 84% False False 837,423
60 135-005 130-050 4-275 3.6% 0-178 0.4% 90% False False 560,768
80 135-005 127-210 7-115 5.5% 0-150 0.3% 94% False False 420,843
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-145
2.618 135-269
1.618 135-149
1.000 135-075
0.618 135-029
HIGH 134-275
0.618 134-229
0.500 134-215
0.382 134-201
LOW 134-155
0.618 134-081
1.000 134-035
1.618 133-281
2.618 133-161
4.250 132-285
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 134-215 134-220
PP 134-202 134-205
S1 134-188 134-190

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

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