ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 23-Aug-2012

Day Change Summary
	Previous	Current
	22-Aug-2012	23-Aug-2012	Change	Change %	Previous Week
Open	132-205	133-155	0-270	0.6%	133-230
High	133-175	133-255	0-080	0.2%	133-275
Low	132-200	133-100	0-220	0.5%	132-050
Close	133-100	133-220	0-120	0.3%	132-160
Range	0-295	0-155	-0-140	-47.5%	1-225
ATR	0-186	0-183	-0-002	-1.2%	0-000
Volume	1,115,026	926,189	-188,837	-16.9%	4,292,233

Daily Pivots for day following 23-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-017	134-273	133-305
R3	134-182	134-118	133-263
R2	134-027	134-027	133-248
R1	133-283	133-283	133-234	133-315
PP	133-192	133-192	133-192	133-208
S1	133-128	133-128	133-206	133-160
S2	133-037	133-037	133-192
S3	132-202	132-293	133-177
S4	132-047	132-138	133-135

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	133-255	132-055	1-200	1.2%	0-178	0.4%	93%	True	False	843,340
10	133-275	132-050	1-225	1.3%	0-176	0.4%	90%	False	False	845,050
20	134-310	132-050	2-260	2.1%	0-198	0.5%	54%	False	False	875,760
40	135-155	132-050	3-105	2.5%	0-177	0.4%	46%	False	False	781,068
60	135-155	132-050	3-105	2.5%	0-194	0.5%	46%	False	False	884,441
80	135-155	130-240	4-235	3.5%	0-184	0.4%	62%	False	False	705,142
100	135-155	128-010	7-145	5.6%	0-166	0.4%	76%	False	False	564,468
120	135-155	126-270	8-205	6.5%	0-142	0.3%	79%	False	False	470,408

Crabel Price Patterns
NR	True
NR4	True
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	0-036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-274
2.618	135-021
1.618	134-186
1.000	134-090
0.618	134-031
HIGH	133-255
0.618	133-196
0.500	133-178
0.382	133-159
LOW	133-100
0.618	133-004
1.000	132-265
1.618	132-169
2.618	132-014
4.250	131-081

Fisher Pivots for day following 23-Aug-2012
Pivot	1 day	3 day
R1	133-206	133-146
PP	133-192	133-072
S1	133-178	132-318

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