ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 26-Jul-2012

Day Change Summary
	Previous	Current
	25-Jul-2012	26-Jul-2012	Change	Change %	Previous Week
Open	135-130	135-080	-0-050	-0.1%	134-190
High	135-155	135-105	-0-050	-0.1%	135-005
Low	134-315	134-285	-0-030	-0.1%	134-140
Close	135-075	135-010	-0-065	-0.2%	134-290
Range	0-160	0-140	-0-020	-12.5%	0-185
ATR	0-163	0-161	-0-002	-1.0%	0-000
Volume	740,769	906,493	165,724	22.4%	3,170,977

Daily Pivots for day following 26-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-127	136-048	135-087
R3	135-307	135-228	135-048
R2	135-167	135-167	135-036
R1	135-088	135-088	135-023	135-058
PP	135-027	135-027	135-027	135-011
S1	134-268	134-268	134-317	134-238
S2	134-207	134-207	134-304
S3	134-067	134-128	134-292
S4	133-247	133-308	134-253

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	135-155	134-160	0-315	0.7%	0-156	0.4%	54%	False	False	795,907
10	135-155	134-115	1-040	0.8%	0-139	0.3%	60%	False	False	711,522
20	135-155	133-040	2-115	1.7%	0-156	0.4%	81%	False	False	686,377
40	135-155	132-180	2-295	2.2%	0-192	0.4%	84%	False	False	888,781
60	135-155	130-240	4-235	3.5%	0-179	0.4%	90%	False	False	648,270
80	135-155	128-010	7-145	5.5%	0-158	0.4%	94%	False	False	486,646
100	135-155	126-270	8-205	6.4%	0-130	0.3%	95%	False	False	389,338

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	0-029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	137-060
2.618	136-152
1.618	136-012
1.000	135-245
0.618	135-192
HIGH	135-105
0.618	135-052
0.500	135-035
0.382	135-018
LOW	134-285
0.618	134-198
1.000	134-145
1.618	134-058
2.618	133-238
4.250	133-010

Fisher Pivots for day following 26-Jul-2012
Pivot	1 day	3 day
R1	135-035	135-050
PP	135-027	135-037
S1	135-018	135-023

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols