ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 134-200 133-315 -0-205 -0.5% 134-070
High 134-225 134-100 -0-125 -0.3% 134-295
Low 133-245 133-275 0-030 0.1% 133-245
Close 133-290 134-035 0-065 0.2% 133-290
Range 0-300 0-145 -0-155 -51.7% 1-050
ATR 0-198 0-194 -0-004 -1.9% 0-000
Volume 959,260 558,594 -400,666 -41.8% 4,712,479
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 135-145 135-075 134-115
R3 135-000 134-250 134-075
R2 134-175 134-175 134-062
R1 134-105 134-105 134-048 134-140
PP 134-030 134-030 134-030 134-048
S1 133-280 133-280 134-022 133-315
S2 133-205 133-205 134-008
S3 133-060 133-135 133-315
S4 132-235 132-310 133-275
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 137-213 136-302 134-174
R3 136-163 135-252 134-072
R2 135-113 135-113 134-038
R1 134-202 134-202 134-004 134-132
PP 134-063 134-063 134-063 134-029
S1 133-152 133-152 133-256 133-082
S2 133-013 133-013 133-222
S3 131-283 132-102 133-188
S4 130-233 131-052 133-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-295 133-245 1-050 0.9% 0-228 0.5% 30% False False 894,192
10 135-155 133-245 1-230 1.3% 0-218 0.5% 20% False False 906,271
20 135-155 133-245 1-230 1.3% 0-173 0.4% 20% False False 791,634
40 135-155 132-180 2-295 2.2% 0-191 0.4% 53% False False 827,769
60 135-155 131-260 3-215 2.7% 0-190 0.4% 63% False False 756,404
80 135-155 130-050 5-105 4.0% 0-171 0.4% 74% False False 568,048
100 135-155 126-270 8-205 6.4% 0-147 0.3% 84% False False 454,511
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 136-076
2.618 135-160
1.618 135-015
1.000 134-245
0.618 134-190
HIGH 134-100
0.618 134-045
0.500 134-028
0.382 134-010
LOW 133-275
0.618 133-185
1.000 133-130
1.618 133-040
2.618 132-215
4.250 131-299
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 134-032 134-110
PP 134-030 134-085
S1 134-028 134-060

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

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