ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 23-Aug-2012

Day Change Summary
	Previous	Current
	22-Aug-2012	23-Aug-2012	Change	Change %	Previous Week
Open	131-190	132-140	0-270	0.6%	132-240
High	132-140	132-220	0-080	0.2%	132-260
Low	131-190	132-070	0-200	0.5%	131-040
Close	132-070	132-200	0-130	0.3%	131-140
Range	0-270	0-150	-0-120	-44.4%	1-220
ATR	0-161	0-161	-0-001	-0.5%	0-000
Volume	40,631	45,082	4,451	11.0%	62,955

Daily Pivots for day following 23-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-293	133-237	132-282
R3	133-143	133-087	132-241
R2	132-313	132-313	132-228
R1	132-257	132-257	132-214	132-285
PP	132-163	132-163	132-163	132-178
S1	132-107	132-107	132-186	132-135
S2	132-013	132-013	132-172
S3	131-183	131-277	132-159
S4	131-033	131-127	132-118

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	132-220	131-030	1-190	1.2%	0-166	0.4%	96%	True	False	26,023
10	132-260	131-030	1-230	1.3%	0-157	0.4%	89%	False	False	19,001
20	134-010	131-030	2-300	2.2%	0-176	0.4%	52%	False	False	11,531
40	134-180	131-030	3-150	2.6%	0-120	0.3%	44%	False	False	5,960
60	134-180	131-030	3-150	2.6%	0-084	0.2%	44%	False	False	3,975
80	134-180	130-070	4-110	3.3%	0-066	0.2%	55%	False	False	2,981

Crabel Price Patterns
NR	True
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	0-029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-218
2.618	133-293
1.618	133-143
1.000	133-050
0.618	132-313
HIGH	132-220
0.618	132-163
0.500	132-145
0.382	132-127
LOW	132-070
0.618	131-297
1.000	131-240
1.618	131-147
2.618	130-317
4.250	130-072

Fisher Pivots for day following 23-Aug-2012
Pivot	1 day	3 day
R1	132-182	132-122
PP	132-163	132-043
S1	132-145	131-285

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