ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 134-010 133-050 -0-280 -0.7% 134-040
High 134-010 133-200 -0-130 -0.3% 134-180
Low 133-000 133-050 0-050 0.1% 133-000
Close 133-050 133-180 0-130 0.3% 133-050
Range 1-010 0-150 -0-180 -54.5% 1-180
ATR 0-123 0-125 0-002 1.6% 0-000
Volume 893 1,319 426 47.7% 4,349
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 134-273 134-217 133-262
R3 134-123 134-067 133-221
R2 133-293 133-293 133-208
R1 133-237 133-237 133-194 133-265
PP 133-143 133-143 133-143 133-158
S1 133-087 133-087 133-166 133-115
S2 132-313 132-313 133-152
S3 132-163 132-257 133-139
S4 132-013 132-107 133-098
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 138-083 137-087 134-005
R3 136-223 135-227 133-188
R2 135-043 135-043 133-142
R1 134-047 134-047 133-096 133-275
PP 133-183 133-183 133-183 133-138
S1 132-187 132-187 133-004 132-095
S2 132-003 132-003 132-278
S3 130-143 131-007 132-232
S4 128-283 129-147 132-095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-180 133-000 1-180 1.2% 0-178 0.4% 36% False False 1,110
10 134-180 133-000 1-180 1.2% 0-111 0.3% 36% False False 750
20 134-180 132-230 1-270 1.4% 0-082 0.2% 46% False False 499
40 134-180 131-290 2-210 2.0% 0-050 0.1% 62% False False 252
60 134-180 130-230 3-270 2.9% 0-038 0.1% 74% False False 168
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-198
2.618 134-273
1.618 134-123
1.000 134-030
0.618 133-293
HIGH 133-200
0.618 133-143
0.500 133-125
0.382 133-107
LOW 133-050
0.618 132-277
1.000 132-220
1.618 132-127
2.618 131-297
4.250 131-052
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 133-162 133-215
PP 133-143 133-203
S1 133-125 133-192

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

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