ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 133-260 133-230 -0-030 -0.1% 133-010
High 133-310 133-240 -0-070 -0.2% 133-160
Low 133-170 133-220 0-050 0.1% 132-230
Close 133-200 133-230 0-030 0.1% 133-140
Range 0-140 0-020 -0-120 -85.7% 0-250
ATR 0-104 0-100 -0-005 -4.4% 0-000
Volume 1,567 288 -1,279 -81.6% 21
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 133-290 133-280 133-241
R3 133-270 133-260 133-236
R2 133-250 133-250 133-234
R1 133-240 133-240 133-232 133-240
PP 133-230 133-230 133-230 133-230
S1 133-220 133-220 133-228 133-220
S2 133-210 133-210 133-226
S3 133-190 133-200 133-224
S4 133-170 133-180 133-219
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
5 133-310 133-140 0-170 0.4% 0-050 0.1% 53% False False 469
10 133-310 132-140 1-170 1.1% 0-055 0.1% 84% False False 237
20 133-310 131-290 2-020 1.5% 0-038 0.1% 88% False False 123
40 133-310 131-140 2-170 1.9% 0-026 0.1% 90% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-005
2.618 133-292
1.618 133-272
1.000 133-260
0.618 133-252
HIGH 133-240
0.618 133-232
0.500 133-230
0.382 133-228
LOW 133-220
0.618 133-208
1.000 133-200
1.618 133-188
2.618 133-168
4.250 133-135
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 133-230 133-240
PP 133-230 133-237
S1 133-230 133-233

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

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