ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 133-240 133-280 0-040 0.1% 133-220
High 133-240 133-290 0-050 0.1% 134-020
Low 133-160 133-260 0-100 0.2% 133-160
Close 133-160 133-290 0-130 0.3% 133-290
Range 0-080 0-030 -0-050 -62.5% 0-180
ATR 0-096 0-099 0-002 2.5% 0-000
Volume 137 403 266 194.2% 1,935
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 134-050 134-040 133-306
R3 134-020 134-010 133-298
R2 133-310 133-310 133-296
R1 133-300 133-300 133-293 133-305
PP 133-280 133-280 133-280 133-282
S1 133-270 133-270 133-287 133-275
S2 133-250 133-250 133-284
S3 133-220 133-240 133-282
S4 133-190 133-210 133-274
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-163 135-087 134-069
R3 134-303 134-227 134-020
R2 134-123 134-123 134-003
R1 134-047 134-047 133-306 134-085
PP 133-263 133-263 133-263 133-282
S1 133-187 133-187 133-274 133-225
S2 133-083 133-083 133-257
S3 132-223 133-007 133-240
S4 132-043 132-147 133-191
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% 0-060 0.1% 72% False False 387
10 134-020 133-140 0-200 0.5% 0-053 0.1% 75% False False 429
20 134-020 131-290 2-050 1.6% 0-042 0.1% 93% False False 216
40 134-020 131-230 2-110 1.8% 0-034 0.1% 93% False False 110
60 134-020 129-300 4-040 3.1% 0-022 0.1% 96% False False 74
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 True
Bear Hook False
Bull Hook False
Stretch 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-098
2.618 134-049
1.618 134-019
1.000 134-000
0.618 133-309
HIGH 133-290
0.618 133-279
0.500 133-275
0.382 133-271
LOW 133-260
0.618 133-241
1.000 133-230
1.618 133-211
2.618 133-181
4.250 133-132
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 133-285 133-268
PP 133-280 133-247
S1 133-275 133-225

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

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