ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 135-080 134-290 -0-110 -0.3% 134-310
High 135-105 134-310 -0-115 -0.3% 135-155
Low 134-285 133-265 -1-020 -0.8% 133-265
Close 135-010 134-040 -0-290 -0.7% 134-040
Range 0-140 1-045 0-225 160.7% 1-210
ATR 0-161 0-177 0-016 9.9% 0-000
Volume 906,493 1,246,242 339,749 37.5% 4,615,887
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 137-233 137-022 134-241
R3 136-188 135-297 134-140
R2 135-143 135-143 134-107
R1 134-252 134-252 134-073 134-175
PP 134-098 134-098 134-098 134-060
S1 133-207 133-207 134-007 133-130
S2 133-053 133-053 133-293
S3 132-008 132-162 133-260
S4 130-283 131-117 133-159
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 139-143 138-142 135-012
R3 137-253 136-252 134-186
R2 136-043 136-043 134-137
R1 135-042 135-042 134-089 134-258
PP 134-153 134-153 134-153 134-101
S1 133-152 133-152 133-311 133-048
S2 132-263 132-263 133-263
S3 131-053 131-262 133-214
S4 129-163 130-052 133-068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-155 133-265 1-210 1.2% 0-197 0.5% 18% False True 923,177
10 135-155 133-265 1-210 1.2% 0-162 0.4% 18% False True 778,686
20 135-155 133-040 2-115 1.8% 0-164 0.4% 42% False False 700,012
40 135-155 132-180 2-295 2.2% 0-194 0.5% 53% False False 892,380
60 135-155 130-270 4-205 3.5% 0-183 0.4% 71% False False 669,024
80 135-155 128-200 6-275 5.1% 0-162 0.4% 80% False False 502,222
100 135-155 126-270 8-205 6.4% 0-134 0.3% 84% False False 401,800
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 139-261
2.618 137-306
1.618 136-261
1.000 136-035
0.618 135-216
HIGH 134-310
0.618 134-171
0.500 134-128
0.382 134-084
LOW 133-265
0.618 133-039
1.000 132-220
1.618 131-314
2.618 130-269
4.250 128-314
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 134-128 134-210
PP 134-098 134-153
S1 134-069 134-097

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

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