ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 133-160 133-140 -0-020 0.0% 133-010
High 133-160 133-180 0-020 0.0% 133-160
Low 133-140 133-140 0-000 0.0% 132-230
Close 133-140 133-180 0-040 0.1% 133-140
Range 0-020 0-040 0-020 100.0% 0-250
ATR 0-112 0-107 -0-005 -4.6% 0-000
Volume 2 462 460 23,000.0% 21
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 133-287 133-273 133-202
R3 133-247 133-233 133-191
R2 133-207 133-207 133-187
R1 133-193 133-193 133-184 133-200
PP 133-167 133-167 133-167 133-170
S1 133-153 133-153 133-176 133-160
S2 133-127 133-127 133-173
S3 133-087 133-113 133-169
S4 133-047 133-073 133-158
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-180 135-090 133-278
R3 134-250 134-160 133-209
R2 134-000 134-000 133-186
R1 133-230 133-230 133-163 133-275
PP 133-070 133-070 133-070 133-092
S1 132-300 132-300 133-117 133-025
S2 132-140 132-140 133-094
S3 131-210 132-050 133-071
S4 130-280 131-120 133-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-180 132-230 0-270 0.6% 0-044 0.1% 100% True False 96
10 133-180 132-110 1-070 0.9% 0-036 0.1% 100% True False 48
20 133-180 131-290 1-210 1.2% 0-029 0.1% 100% True False 29
40 133-290 131-050 2-240 2.1% 0-021 0.0% 88% False False 15
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-030
2.618 133-285
1.618 133-245
1.000 133-220
0.618 133-205
HIGH 133-180
0.618 133-165
0.500 133-160
0.382 133-155
LOW 133-140
0.618 133-115
1.000 133-100
1.618 133-075
2.618 133-035
4.250 132-290
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 133-173 133-143
PP 133-167 133-107
S1 133-160 133-070

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

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