ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 133-140 133-180 0-040 0.1% 133-010
High 133-180 133-210 0-030 0.1% 133-160
Low 133-140 133-180 0-040 0.1% 132-230
Close 133-180 133-210 0-030 0.1% 133-140
Range 0-040 0-030 -0-010 -25.0% 0-250
ATR 0-107 0-101 -0-005 -5.1% 0-000
Volume 462 30 -432 -93.5% 21
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 133-290 133-280 133-226
R3 133-260 133-250 133-218
R2 133-230 133-230 133-216
R1 133-220 133-220 133-213 133-225
PP 133-200 133-200 133-200 133-202
S1 133-190 133-190 133-207 133-195
S2 133-170 133-170 133-204
S3 133-140 133-160 133-202
S4 133-110 133-130 133-194
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
5 133-210 132-230 0-300 0.7% 0-046 0.1% 100% True False 99
10 133-210 132-110 1-100 1.0% 0-039 0.1% 100% True False 51
20 133-210 131-290 1-240 1.3% 0-030 0.1% 100% True False 30
40 133-290 131-140 2-150 1.8% 0-022 0.1% 90% False False 16
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 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-018
2.618 133-289
1.618 133-259
1.000 133-240
0.618 133-229
HIGH 133-210
0.618 133-199
0.500 133-195
0.382 133-191
LOW 133-180
0.618 133-161
1.000 133-150
1.618 133-131
2.618 133-101
4.250 133-052
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 133-205 133-198
PP 133-200 133-187
S1 133-195 133-175

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

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