ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 133-230 133-250 0-020 0.0% 133-140
High 133-230 133-260 0-030 0.1% 133-310
Low 133-190 133-230 0-040 0.1% 133-140
Close 133-190 133-260 0-070 0.2% 133-190
Range 0-040 0-030 -0-010 -25.0% 0-170
ATR 0-098 0-096 -0-002 -2.0% 0-000
Volume 826 467 -359 -43.5% 2,359
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 134-020 134-010 133-276
R3 133-310 133-300 133-268
R2 133-280 133-280 133-266
R1 133-270 133-270 133-263 133-275
PP 133-250 133-250 133-250 133-252
S1 133-240 133-240 133-257 133-245
S2 133-220 133-220 133-254
S3 133-190 133-210 133-252
S4 133-160 133-180 133-244
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
5 134-020 133-190 0-150 0.4% 0-042 0.1% 47% False False 339
10 134-020 132-280 1-060 0.9% 0-049 0.1% 79% False False 375
20 134-020 131-290 2-050 1.6% 0-038 0.1% 88% False False 189
40 134-020 131-140 2-200 2.0% 0-031 0.1% 90% False False 97
60 134-020 129-230 4-110 3.2% 0-020 0.0% 94% False False 65
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 0-008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-068
2.618 134-019
1.618 133-309
1.000 133-290
0.618 133-279
HIGH 133-260
0.618 133-249
0.500 133-245
0.382 133-241
LOW 133-230
0.618 133-211
1.000 133-200
1.618 133-181
2.618 133-151
4.250 133-102
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 133-255 133-265
PP 133-250 133-263
S1 133-245 133-262

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

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