ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 133-180 133-240 0-060 0.1% 134-040
High 133-280 133-260 -0-020 0.0% 134-180
Low 133-160 133-040 -0-120 -0.3% 133-000
Close 133-210 133-040 -0-170 -0.4% 133-050
Range 0-120 0-220 0-100 83.3% 1-180
ATR 0-125 0-131 0-007 5.5% 0-000
Volume 1,707 5,187 3,480 203.9% 4,349
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 135-133 134-307 133-161
R3 134-233 134-087 133-100
R2 134-013 134-013 133-080
R1 133-187 133-187 133-060 133-150
PP 133-113 133-113 133-113 133-095
S1 132-287 132-287 133-020 132-250
S2 132-213 132-213 133-000
S3 131-313 132-067 132-300
S4 131-093 131-167 132-239
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
5 134-110 133-000 1-110 1.0% 0-188 0.4% 9% False False 1,921
10 134-180 133-000 1-180 1.2% 0-138 0.3% 8% False False 1,310
20 134-180 132-280 1-220 1.3% 0-094 0.2% 15% False False 842
40 134-180 131-290 2-210 2.0% 0-058 0.1% 46% False False 424
60 134-180 130-270 3-230 2.8% 0-044 0.1% 61% False False 283
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 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-235
2.618 135-196
1.618 134-296
1.000 134-160
0.618 134-076
HIGH 133-260
0.618 133-176
0.500 133-150
0.382 133-124
LOW 133-040
0.618 132-224
1.000 132-140
1.618 132-004
2.618 131-104
4.250 130-065
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 133-150 133-160
PP 133-113 133-120
S1 133-077 133-080

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

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