ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 134-170 134-195 0-025 0.1% 134-115
High 134-260 134-235 -0-025 -0.1% 134-295
Low 134-145 134-140 -0-005 0.0% 134-105
Close 134-240 134-150 -0-090 -0.2% 134-175
Range 0-115 0-095 -0-020 -17.4% 0-190
ATR 0-166 0-162 -0-005 -2.9% 0-000
Volume 542,739 744,050 201,311 37.1% 3,330,471
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-140 135-080 134-202
R3 135-045 134-305 134-176
R2 134-270 134-270 134-167
R1 134-210 134-210 134-159 134-192
PP 134-175 134-175 134-175 134-166
S1 134-115 134-115 134-141 134-098
S2 134-080 134-080 134-133
S3 133-305 134-020 134-124
S4 133-210 133-245 134-098
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% 0-122 0.3% 17% False False 627,137
10 135-005 133-290 1-035 0.8% 0-124 0.3% 51% False False 666,798
20 135-005 132-290 2-035 1.6% 0-155 0.4% 74% False False 689,517
40 135-005 132-110 2-215 2.0% 0-198 0.5% 80% False False 867,986
60 135-005 130-050 4-275 3.6% 0-179 0.4% 89% False False 582,177
80 135-005 127-210 7-115 5.5% 0-153 0.4% 93% False False 436,928
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 135-319
2.618 135-164
1.618 135-069
1.000 135-010
0.618 134-294
HIGH 134-235
0.618 134-199
0.500 134-188
0.382 134-176
LOW 134-140
0.618 134-081
1.000 134-045
1.618 133-306
2.618 133-211
4.250 133-056
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 134-188 134-208
PP 134-175 134-188
S1 134-162 134-169

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

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