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

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

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