ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 133-250 133-240 -0-010 0.0% 133-140
High 133-260 133-240 -0-020 0.0% 133-310
Low 133-230 133-160 -0-070 -0.2% 133-140
Close 133-260 133-160 -0-100 -0.2% 133-190
Range 0-030 0-080 0-050 166.7% 0-170
ATR 0-096 0-096 0-000 0.3% 0-000
Volume 467 137 -330 -70.7% 2,359
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 134-107 134-053 133-204
R3 134-027 133-293 133-182
R2 133-267 133-267 133-175
R1 133-213 133-213 133-167 133-200
PP 133-187 133-187 133-187 133-180
S1 133-133 133-133 133-153 133-120
S2 133-107 133-107 133-145
S3 133-027 133-053 133-138
S4 132-267 132-293 133-116
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
5 134-020 133-160 0-180 0.4% 0-054 0.1% 0% False True 308
10 134-020 133-140 0-200 0.5% 0-052 0.1% 10% False False 389
20 134-020 131-290 2-050 1.6% 0-042 0.1% 74% False False 196
40 134-020 131-230 2-110 1.8% 0-033 0.1% 76% False False 100
60 134-020 129-230 4-110 3.3% 0-022 0.1% 87% False False 67
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-260
2.618 134-129
1.618 134-049
1.000 134-000
0.618 133-289
HIGH 133-240
0.618 133-209
0.500 133-200
0.382 133-191
LOW 133-160
0.618 133-111
1.000 133-080
1.618 133-031
2.618 132-271
4.250 132-140
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 133-200 133-210
PP 133-187 133-193
S1 133-173 133-177

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

View Archives - Comment on this page... - Back to Index of Symbols