ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 132-155 132-110 -0-045 -0.1% 133-230
High 132-225 132-215 -0-010 0.0% 133-275
Low 132-050 132-100 0-050 0.1% 132-050
Close 132-115 132-160 0-045 0.1% 132-160
Range 0-175 0-115 -0-060 -34.3% 1-225
ATR 0-184 0-179 -0-005 -2.7% 0-000
Volume 1,044,020 634,780 -409,240 -39.2% 4,292,233
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 133-183 133-127 132-223
R3 133-068 133-012 132-192
R2 132-273 132-273 132-181
R1 132-217 132-217 132-171 132-245
PP 132-158 132-158 132-158 132-172
S1 132-102 132-102 132-149 132-130
S2 132-043 132-043 132-139
S3 131-248 131-307 132-128
S4 131-133 131-192 132-097
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 137-303 136-297 133-140
R3 136-078 135-072 132-310
R2 134-173 134-173 132-260
R1 133-167 133-167 132-210 133-058
PP 132-268 132-268 132-268 132-214
S1 131-262 131-262 132-110 131-152
S2 131-043 131-043 132-060
S3 129-138 130-037 132-010
S4 127-233 128-132 131-180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-275 132-050 1-225 1.3% 0-165 0.4% 20% False False 858,446
10 134-100 132-050 2-050 1.6% 0-162 0.4% 16% False False 797,455
20 135-155 132-050 3-105 2.5% 0-190 0.4% 10% False False 865,146
40 135-155 132-050 3-105 2.5% 0-172 0.4% 10% False False 767,620
60 135-155 132-050 3-105 2.5% 0-196 0.5% 10% False False 875,381
80 135-155 130-180 4-295 3.7% 0-181 0.4% 39% False False 660,519
100 135-155 127-210 7-265 5.9% 0-161 0.4% 62% False False 528,670
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-039
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-064
2.618 133-196
1.618 133-081
1.000 133-010
0.618 132-286
HIGH 132-215
0.618 132-171
0.500 132-158
0.382 132-144
LOW 132-100
0.618 132-029
1.000 131-305
1.618 131-234
2.618 131-119
4.250 130-251
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 132-159 132-215
PP 132-158 132-197
S1 132-158 132-178

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

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