ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 22-Aug-2012

Day Change Summary
	Previous	Current
	21-Aug-2012	22-Aug-2012	Change	Change %	Previous Week
Open	131-170	131-190	0-020	0.0%	132-240
High	131-180	132-140	0-280	0.7%	132-260
Low	131-030	131-190	0-160	0.4%	131-040
Close	131-160	132-070	0-230	0.5%	131-140
Range	0-150	0-270	0-120	80.0%	1-220
ATR	0-151	0-161	0-011	7.1%	0-000
Volume	13,798	40,631	26,833	194.5%	62,955

Daily Pivots for day following 22-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-197	134-083	132-218
R3	133-247	133-133	132-144
R2	132-297	132-297	132-120
R1	132-183	132-183	132-095	132-240
PP	132-027	132-027	132-027	132-055
S1	131-233	131-233	132-045	131-290
S2	131-077	131-077	132-020
S3	130-127	130-283	131-316
S4	129-177	130-013	131-242

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-273	135-267	132-117
R3	135-053	134-047	131-288
R2	133-153	133-153	131-239
R1	132-147	132-147	131-190	132-040
PP	131-253	131-253	131-253	131-200
S1	130-247	130-247	131-090	130-140
S2	130-033	130-033	131-041
S3	128-133	129-027	130-312
S4	126-233	127-127	130-163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-140	131-030	1-110	1.0%	0-168	0.4%	84%	True	False	21,259
10	132-260	131-030	1-230	1.3%	0-154	0.4%	65%	False	False	15,009
20	134-110	131-030	3-080	2.5%	0-174	0.4%	35%	False	False	9,302
40	134-180	131-030	3-150	2.6%	0-117	0.3%	32%	False	False	4,833
60	134-180	131-030	3-150	2.6%	0-082	0.2%	32%	False	False	3,223
80	134-180	130-000	4-180	3.5%	0-064	0.2%	49%	False	False	2,418

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	136-008
2.618	134-207
1.618	133-257
1.000	133-090
0.618	132-307
HIGH	132-140
0.618	132-037
0.500	132-005
0.382	131-293
LOW	131-190
0.618	131-023
1.000	130-240
1.618	130-073
2.618	129-123
4.250	128-002

Fisher Pivots for day following 22-Aug-2012
Pivot	1 day	3 day
R1	132-048	132-022
PP	132-027	131-293
S1	132-005	131-245

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols