ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 19-Sep-2012

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	133-145	133-170	0-025	0.1%	134-035
High	133-245	133-255	0-010	0.0%	134-095
Low	133-135	133-100	-0-035	-0.1%	132-310
Close	133-140	133-175	0-035	0.1%	133-045
Range	0-110	0-155	0-045	40.9%	1-105
ATR	0-193	0-191	-0-003	-1.4%	0-000
Volume	8,754	3,892	-4,862	-55.5%	50,174

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-002	134-243	133-260
R3	134-167	134-088	133-218
R2	134-012	134-012	133-203
R1	133-253	133-253	133-189	133-292
PP	133-177	133-177	133-177	133-196
S1	133-098	133-098	133-161	133-138
S2	133-022	133-022	133-147
S3	132-187	132-263	133-132
S4	132-032	132-108	133-090

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-145	136-200	133-279
R3	136-040	135-095	133-162
R2	134-255	134-255	133-123
R1	133-310	133-310	133-084	133-230
PP	133-150	133-150	133-150	133-110
S1	132-205	132-205	133-006	132-125
S2	132-045	132-045	132-287
S3	130-260	131-100	132-248
S4	129-155	129-315	132-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-040	132-310	1-050	0.9%	0-216	0.5%	50%	False	False	7,050
10	134-195	132-310	1-205	1.2%	0-209	0.5%	35%	False	False	12,532
20	134-280	132-200	2-080	1.7%	0-190	0.4%	41%	False	False	369,801
40	135-155	132-050	3-105	2.5%	0-190	0.4%	42%	False	False	612,931
60	135-155	132-050	3-105	2.5%	0-178	0.4%	42%	False	False	636,361
80	135-155	132-050	3-105	2.5%	0-194	0.5%	42%	False	False	757,273
100	135-155	130-240	4-235	3.5%	0-183	0.4%	59%	False	False	617,708
120	135-155	127-210	7-265	5.9%	0-168	0.4%	75%	False	False	515,017

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Widest range in 3 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 19-Sep-2012
Pivot	1 day	3 day
R1	133-178	133-162
PP	133-177	133-148
S1	133-176	133-135

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