ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 134-010 133-170 -0-160 -0.4% 134-070
High 134-040 133-250 -0-110 -0.3% 134-295
Low 133-140 133-100 -0-040 -0.1% 133-245
Close 133-185 133-155 -0-030 -0.1% 133-290
Range 0-220 0-150 -0-070 -31.8% 1-050
ATR 0-196 0-192 -0-003 -1.7% 0-000
Volume 858,714 811,473 -47,241 -5.5% 4,712,479
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 134-298 134-217 133-238
R3 134-148 134-067 133-196
R2 133-318 133-318 133-182
R1 133-237 133-237 133-169 133-202
PP 133-168 133-168 133-168 133-151
S1 133-087 133-087 133-141 133-052
S2 133-018 133-018 133-128
S3 132-188 132-257 133-114
S4 132-038 132-107 133-072
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
5 134-295 133-100 1-195 1.2% 0-227 0.5% 11% False True 869,400
10 135-105 133-100 2-005 1.5% 0-221 0.5% 9% False True 909,399
20 135-155 133-100 2-055 1.6% 0-179 0.4% 8% False True 800,891
40 135-155 132-290 2-185 1.9% 0-183 0.4% 22% False False 808,151
60 135-155 132-000 3-155 2.6% 0-193 0.5% 43% False False 783,985
80 135-155 130-050 5-105 4.0% 0-174 0.4% 62% False False 588,882
100 135-155 126-270 8-205 6.5% 0-151 0.4% 77% False False 471,212
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 0-043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-248
2.618 135-003
1.618 134-173
1.000 134-080
0.618 134-023
HIGH 133-250
0.618 133-193
0.500 133-175
0.382 133-157
LOW 133-100
0.618 133-007
1.000 132-270
1.618 132-177
2.618 132-027
4.250 131-102
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 133-175 133-260
PP 133-168 133-225
S1 133-162 133-190

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

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