ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 133-280 134-040 0-080 0.2% 133-220
High 133-290 134-060 0-090 0.2% 134-020
Low 133-260 134-020 0-080 0.2% 133-160
Close 133-290 134-040 0-070 0.2% 133-290
Range 0-030 0-040 0-010 33.3% 0-180
ATR 0-099 0-098 -0-001 -0.6% 0-000
Volume 403 115 -288 -71.5% 1,935
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 134-160 134-140 134-062
R3 134-120 134-100 134-051
R2 134-080 134-080 134-047
R1 134-060 134-060 134-044 134-060
PP 134-040 134-040 134-040 134-040
S1 134-020 134-020 134-036 134-020
S2 134-000 134-000 134-033
S3 133-280 133-300 134-029
S4 133-240 133-260 134-018
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
5 134-060 133-160 0-220 0.5% 0-044 0.1% 91% True False 389
10 134-060 133-160 0-220 0.5% 0-053 0.1% 91% True False 394
20 134-060 132-110 1-270 1.4% 0-044 0.1% 97% True False 221
40 134-060 131-290 2-090 1.7% 0-028 0.1% 97% True False 113
60 134-060 130-000 4-060 3.1% 0-023 0.1% 99% True False 76
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 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-230
2.618 134-165
1.618 134-125
1.000 134-100
0.618 134-085
HIGH 134-060
0.618 134-045
0.500 134-040
0.382 134-035
LOW 134-020
0.618 133-315
1.000 133-300
1.618 133-275
2.618 133-235
4.250 133-170
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 134-040 134-010
PP 134-040 133-300
S1 134-040 133-270

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

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