ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 02-Jul-2012

Day Change Summary
	Previous	Current
	29-Jun-2012	02-Jul-2012	Change	Change %	Previous Week
Open	132-280	133-010	0-050	0.1%	132-150
High	132-280	133-030	0-070	0.2%	132-280
Low	132-140	133-010	0-190	0.4%	132-110
Close	132-140	133-030	0-210	0.5%	132-140
Range	0-140	0-020	-0-120	-85.7%	0-170
ATR	0-101	0-109	0-008	7.7%	0-000
Volume	1	17	16	1,600.0%	5

Daily Pivots for day following 02-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-083	133-077	133-041
R3	133-063	133-057	133-036
R2	133-043	133-043	133-034
R1	133-037	133-037	133-032	133-040
PP	133-023	133-023	133-023	133-025
S1	133-017	133-017	133-028	133-020
S2	133-003	133-003	133-026
S3	132-303	132-317	133-024
S4	132-283	132-297	133-019

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-047	133-263	132-234
R3	133-197	133-093	132-187
R2	133-027	133-027	132-171
R1	132-243	132-243	132-156	132-210
PP	132-177	132-177	132-177	132-160
S1	132-073	132-073	132-124	132-040
S2	132-007	132-007	132-109
S3	131-157	131-223	132-093
S4	130-307	131-053	132-046

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-030	132-110	0-240	0.6%	0-032	0.1%	100%	True	False	4
10	133-030	131-290	1-060	0.9%	0-028	0.1%	100%	True	False	7
20	133-030	131-290	1-060	0.9%	0-019	0.0%	100%	True	False	6
40	133-290	130-230	3-060	2.4%	0-016	0.0%	75%	False	False	4

Crabel Price Patterns
NR	True
NR4	False
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	0-000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-115
2.618	133-082
1.618	133-062
1.000	133-050
0.618	133-042
HIGH	133-030
0.618	133-022
0.500	133-020
0.382	133-018
LOW	133-010
0.618	132-318
1.000	132-310
1.618	132-298
2.618	132-278
4.250	132-245

Fisher Pivots for day following 02-Jul-2012
Pivot	1 day	3 day
R1	133-027	132-315
PP	133-023	132-280
S1	133-020	132-245

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