ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 133-230 133-190 -0-040 -0.1% 133-140
High 133-240 133-190 -0-050 -0.1% 133-310
Low 133-220 133-190 -0-030 -0.1% 133-140
Close 133-230 133-190 -0-040 -0.1% 133-190
Range 0-020 0-000 -0-020 -100.0% 0-170
ATR 0-100 0-095 -0-004 -4.3% 0-000
Volume 288 12 -276 -95.8% 2,359
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 133-190 133-190 133-190
R3 133-190 133-190 133-190
R2 133-190 133-190 133-190
R1 133-190 133-190 133-190 133-190
PP 133-190 133-190 133-190 133-190
S1 133-190 133-190 133-190 133-190
S2 133-190 133-190 133-190
S3 133-190 133-190 133-190
S4 133-190 133-190 133-190
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-083 134-307 133-284
R3 134-233 134-137 133-237
R2 134-063 134-063 133-221
R1 133-287 133-287 133-206 134-015
PP 133-213 133-213 133-213 133-238
S1 133-117 133-117 133-174 133-165
S2 133-043 133-043 133-159
S3 132-193 132-267 133-143
S4 132-023 132-097 133-096
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% 0-046 0.1% 29% False False 471
10 133-310 132-140 1-170 1.1% 0-055 0.1% 76% False False 238
20 133-310 131-290 2-020 1.5% 0-038 0.1% 82% False False 123
40 133-310 131-140 2-170 1.9% 0-026 0.1% 85% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-007
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 133-190
2.618 133-190
1.618 133-190
1.000 133-190
0.618 133-190
HIGH 133-190
0.618 133-190
0.500 133-190
0.382 133-190
LOW 133-190
0.618 133-190
1.000 133-190
1.618 133-190
2.618 133-190
4.250 133-190
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 133-190 133-240
PP 133-190 133-223
S1 133-190 133-207

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

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