ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 134-130 133-250 -0-200 -0.5% 134-255
High 134-145 134-195 0-050 0.1% 134-275
Low 133-245 133-125 -0-120 -0.3% 133-125
Close 133-270 134-040 0-090 0.2% 134-040
Range 0-220 1-070 0-170 77.3% 1-150
ATR 0-176 0-191 0-015 8.7% 0-000
Volume 31,955 23,710 -8,245 -25.8% 216,589
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 137-223 137-042 134-254
R3 136-153 135-292 134-147
R2 135-083 135-083 134-112
R1 134-222 134-222 134-076 134-312
PP 134-013 134-013 134-013 134-059
S1 133-152 133-152 134-004 133-242
S2 132-263 132-263 133-288
S3 131-193 132-082 133-253
S4 130-123 131-012 133-146
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 138-170 137-255 134-298
R3 137-020 136-105 134-169
R2 135-190 135-190 134-126
R1 134-275 134-275 134-083 134-158
PP 134-040 134-040 134-040 133-301
S1 133-125 133-125 133-317 133-008
S2 132-210 132-210 133-274
S3 131-060 131-295 133-231
S4 129-230 130-145 133-102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-280 133-125 1-155 1.1% 0-237 0.6% 49% False True 99,176
10 134-280 133-125 1-155 1.1% 0-186 0.4% 49% False True 528,515
20 134-280 132-050 2-230 2.0% 0-181 0.4% 72% False False 686,782
40 135-155 132-050 3-105 2.5% 0-180 0.4% 59% False False 747,889
60 135-155 132-050 3-105 2.5% 0-180 0.4% 59% False False 760,047
80 135-155 132-000 3-155 2.6% 0-190 0.4% 61% False False 770,435
100 135-155 130-050 5-105 4.0% 0-177 0.4% 74% False False 617,228
120 135-155 127-120 8-035 6.0% 0-157 0.4% 83% False False 514,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 139-252
2.618 137-256
1.618 136-186
1.000 135-265
0.618 135-116
HIGH 134-195
0.618 134-046
0.500 134-000
0.382 133-274
LOW 133-125
0.618 132-204
1.000 132-055
1.618 131-134
2.618 130-064
4.250 128-068
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 134-027 134-033
PP 134-013 134-027
S1 134-000 134-020

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

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