ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 134-155 134-130 -0-025 -0.1% 133-170
High 134-235 134-145 -0-090 -0.2% 134-280
Low 134-115 133-245 -0-190 -0.4% 133-145
Close 134-135 133-270 -0-185 -0.4% 134-240
Range 0-120 0-220 0-100 83.3% 1-135
ATR 0-172 0-176 0-003 2.0% 0-000
Volume 41,638 31,955 -9,683 -23.3% 4,263,218
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 136-027 135-208 134-071
R3 135-127 134-308 134-010
R2 134-227 134-227 133-310
R1 134-088 134-088 133-290 134-048
PP 134-007 134-007 134-007 133-306
S1 133-188 133-188 133-250 133-148
S2 133-107 133-107 133-230
S3 132-207 132-288 133-210
S4 131-307 132-068 133-149
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
5 134-280 133-245 1-035 0.8% 0-189 0.4% 7% False True 229,402
10 134-280 133-100 1-180 1.2% 0-162 0.4% 34% False False 618,763
20 134-280 132-050 2-230 2.0% 0-168 0.4% 62% False False 729,457
40 135-155 132-050 3-105 2.5% 0-173 0.4% 51% False False 765,174
60 135-155 132-050 3-105 2.5% 0-178 0.4% 51% False False 781,920
80 135-155 132-000 3-155 2.6% 0-187 0.4% 53% False False 770,353
100 135-155 130-050 5-105 4.0% 0-173 0.4% 69% False False 616,997
120 135-155 126-270 8-205 6.5% 0-154 0.4% 81% False False 514,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137-120
2.618 136-081
1.618 135-181
1.000 135-045
0.618 134-281
HIGH 134-145
0.618 134-061
0.500 134-035
0.382 134-009
LOW 133-245
0.618 133-109
1.000 133-025
1.618 132-209
2.618 131-309
4.250 130-270
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 134-035 134-100
PP 134-007 134-050
S1 133-298 134-000

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

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