ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 133-240 133-060 -0-180 -0.4% 134-040
High 133-260 133-280 0-020 0.0% 134-180
Low 133-040 133-030 -0-010 0.0% 133-000
Close 133-040 133-210 0-170 0.4% 133-050
Range 0-220 0-250 0-030 13.6% 1-180
ATR 0-131 0-140 0-008 6.4% 0-000
Volume 5,187 3,787 -1,400 -27.0% 4,349
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 135-283 135-177 134-028
R3 135-033 134-247 133-279
R2 134-103 134-103 133-256
R1 133-317 133-317 133-233 134-050
PP 133-173 133-173 133-173 133-200
S1 133-067 133-067 133-187 133-120
S2 132-243 132-243 133-164
S3 131-313 132-137 133-141
S4 131-063 131-207 133-072
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
5 134-010 133-000 1-010 0.8% 0-214 0.5% 64% False False 2,578
10 134-180 133-000 1-180 1.2% 0-155 0.4% 42% False False 1,675
20 134-180 133-000 1-180 1.2% 0-104 0.2% 42% False False 1,032
40 134-180 131-290 2-210 2.0% 0-065 0.2% 66% False False 519
60 134-180 130-270 3-230 2.8% 0-048 0.1% 76% False False 346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 137-062
2.618 135-294
1.618 135-044
1.000 134-210
0.618 134-114
HIGH 133-280
0.618 133-184
0.500 133-155
0.382 133-126
LOW 133-030
0.618 132-196
1.000 132-100
1.618 131-266
2.618 131-016
4.250 129-248
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 133-192 133-192
PP 133-173 133-173
S1 133-155 133-155

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

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