ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 134-195 134-160 -0-035 -0.1% 134-190
High 134-235 135-000 0-085 0.2% 135-005
Low 134-140 134-160 0-020 0.0% 134-140
Close 134-150 134-290 0-140 0.3% 134-290
Range 0-095 0-160 0-065 68.4% 0-185
ATR 0-162 0-162 0-001 0.4% 0-000
Volume 744,050 609,892 -134,158 -18.0% 3,170,977
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 136-097 136-033 135-058
R3 135-257 135-193 135-014
R2 135-097 135-097 134-319
R1 135-033 135-033 134-305 135-065
PP 134-257 134-257 134-257 134-272
S1 134-193 134-193 134-275 134-225
S2 134-097 134-097 134-261
S3 133-257 134-033 134-246
S4 133-097 133-193 134-202
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 136-167 136-093 135-072
R3 135-302 135-228 135-021
R2 135-117 135-117 135-004
R1 135-043 135-043 134-307 135-080
PP 134-252 134-252 134-252 134-270
S1 134-178 134-178 134-273 134-215
S2 134-067 134-067 134-256
S3 133-202 133-313 134-239
S4 133-017 133-128 134-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-005 134-140 0-185 0.4% 0-128 0.3% 81% False False 634,195
10 135-005 134-105 0-220 0.5% 0-124 0.3% 84% False False 650,144
20 135-005 132-290 2-035 1.6% 0-155 0.4% 95% False False 670,094
40 135-005 132-110 2-215 2.0% 0-198 0.5% 96% False False 880,499
60 135-005 130-180 4-145 3.3% 0-178 0.4% 98% False False 592,310
80 135-005 127-210 7-115 5.5% 0-154 0.4% 99% False False 444,551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 137-040
2.618 136-099
1.618 135-259
1.000 135-160
0.618 135-099
HIGH 135-000
0.618 134-259
0.500 134-240
0.382 134-221
LOW 134-160
0.618 134-061
1.000 134-000
1.618 133-221
2.618 133-061
4.250 132-120
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 134-273 134-270
PP 134-257 134-250
S1 134-240 134-230

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

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