ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 04-Sep-2012

Day Change Summary
	Previous	Current
	31-Aug-2012	04-Sep-2012	Change	Change %	Previous Week
Open	134-045	134-255	0-210	0.5%	133-170
High	134-280	134-275	-0-005	0.0%	134-280
Low	133-290	134-130	0-160	0.4%	133-145
Close	134-240	134-145	-0-095	-0.2%	134-240
Range	0-310	0-145	-0-165	-53.2%	1-135
ATR	0-178	0-176	-0-002	-1.3%	0-000
Volume	279,292	119,286	-160,006	-57.3%	4,263,218

Daily Pivots for day following 04-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-298	135-207	134-225
R3	135-153	135-062	134-185
R2	135-008	135-008	134-172
R1	134-237	134-237	134-158	134-210
PP	134-183	134-183	134-183	134-170
S1	134-092	134-092	134-132	134-065
S2	134-038	134-038	134-118
S3	133-213	133-267	134-105
S4	133-068	133-122	134-065

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	138-200	138-035	135-170
R3	137-065	136-220	135-045
R2	135-250	135-250	135-003
R1	135-085	135-085	134-282	135-168
PP	134-115	134-115	134-115	134-156
S1	133-270	133-270	134-198	134-032
S2	132-300	132-300	134-157
S3	131-165	132-135	134-115
S4	130-030	131-000	133-310

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-280	133-210	1-070	0.9%	0-169	0.4%	65%	False	False	741,031
10	134-280	132-060	2-220	2.0%	0-174	0.4%	84%	False	False	813,033
20	134-280	132-050	2-230	2.0%	0-169	0.4%	84%	False	False	809,286
40	135-155	132-050	3-105	2.5%	0-171	0.4%	69%	False	False	800,460
60	135-155	132-050	3-105	2.5%	0-184	0.4%	69%	False	False	821,608
80	135-155	131-260	3-215	2.7%	0-185	0.4%	72%	False	False	769,625
100	135-155	130-050	5-105	4.0%	0-171	0.4%	81%	False	False	616,296
120	135-155	126-270	8-205	6.4%	0-151	0.4%	88%	False	False	513,640

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	136-251
2.618	136-015
1.618	135-190
1.000	135-100
0.618	135-045
HIGH	134-275
0.618	134-220
0.500	134-202
0.382	134-185
LOW	134-130
0.618	134-040
1.000	133-305
1.618	133-215
2.618	133-070
4.250	132-154

Fisher Pivots for day following 04-Sep-2012
Pivot	1 day	3 day
R1	134-202	134-132
PP	134-183	134-120
S1	134-164	134-108

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