ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary
Previous Current
24-Jul-2012 25-Jul-2012 Change Change % Previous Week
Open 134-050 134-180 0-130 0.3% 133-220
High 134-150 134-180 0-030 0.1% 134-020
Low 134-000 134-040 0-040 0.1% 133-160
Close 134-110 134-100 -0-010 0.0% 133-290
Range 0-150 0-140 -0-010 -6.7% 0-180
ATR 0-102 0-104 0-003 2.7% 0-000
Volume 1,226 1,612 386 31.5% 1,935
Daily Pivots for day following 25-Jul-2012
Classic Woodie Camarilla DeMark
R4 135-207 135-133 134-177
R3 135-067 134-313 134-138
R2 134-247 134-247 134-126
R1 134-173 134-173 134-113 134-140
PP 134-107 134-107 134-107 134-090
S1 134-033 134-033 134-087 134-000
S2 133-287 133-287 134-074
S3 133-147 133-213 134-062
S4 133-007 133-073 134-023
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
5 134-180 133-160 1-020 0.8% 0-088 0.2% 76% True False 698
10 134-180 133-160 1-020 0.8% 0-065 0.2% 76% True False 518
20 134-180 132-140 2-040 1.6% 0-059 0.1% 88% True False 363
40 134-180 131-290 2-210 2.0% 0-035 0.1% 91% True False 184
60 134-180 130-000 4-180 3.4% 0-028 0.1% 95% True False 123
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 True
Stretch 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-135
2.618 135-227
1.618 135-087
1.000 135-000
0.618 134-267
HIGH 134-180
0.618 134-127
0.500 134-110
0.382 134-093
LOW 134-040
0.618 133-273
1.000 133-220
1.618 133-133
2.618 132-313
4.250 132-085
Fisher Pivots for day following 25-Jul-2012
Pivot 1 day 3 day
R1 134-110 134-097
PP 134-107 134-093
S1 134-103 134-090

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

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