ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 132-140 131-290 -0-170 -0.4% 132-310
High 132-170 131-290 -0-200 -0.5% 133-100
Low 132-000 131-120 -0-200 -0.5% 132-040
Close 132-020 131-160 -0-180 -0.4% 132-230
Range 0-170 0-170 0-000 0.0% 1-060
ATR 0-148 0-154 0-005 3.4% 0-000
Volume 3,748 15,693 11,945 318.7% 35,077
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 133-060 132-280 131-254
R3 132-210 132-110 131-207
R2 132-040 132-040 131-191
R1 131-260 131-260 131-176 131-225
PP 131-190 131-190 131-190 131-172
S1 131-090 131-090 131-144 131-055
S2 131-020 131-020 131-129
S3 130-170 130-240 131-113
S4 130-000 130-070 131-066
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 136-090 135-220 133-119
R3 135-030 134-160 133-014
R2 133-290 133-290 132-300
R1 133-100 133-100 132-265 133-005
PP 132-230 132-230 132-230 132-182
S1 132-040 132-040 132-195 131-265
S2 131-170 131-170 132-160
S3 130-110 130-300 132-126
S4 129-050 129-240 132-021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-260 131-120 1-140 1.1% 0-140 0.3% 9% False True 8,760
10 133-280 131-120 2-160 1.9% 0-171 0.4% 5% False True 7,014
20 134-180 131-120 3-060 2.4% 0-154 0.4% 4% False True 4,162
40 134-180 131-120 3-060 2.4% 0-096 0.2% 4% False True 2,175
60 134-180 131-120 3-060 2.4% 0-072 0.2% 4% False True 1,452
80 134-180 129-230 4-270 3.7% 0-054 0.1% 37% False False 1,089
Crabel Price Patterns
NR False
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 False
Stretch 0-022
Fibonacci Retracements and Extensions
4.250 134-052
2.618 133-095
1.618 132-245
1.000 132-140
0.618 132-075
HIGH 131-290
0.618 131-225
0.500 131-205
0.382 131-185
LOW 131-120
0.618 131-015
1.000 130-270
1.618 130-165
2.618 129-315
4.250 129-038
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 131-205 132-030
PP 131-190 131-287
S1 131-175 131-223

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

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