ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 132-140 132-140 0-000 0.0% 131-120
High 132-220 132-280 0-060 0.1% 132-280
Low 132-070 132-130 0-060 0.1% 131-030
Close 132-200 132-160 -0-040 -0.1% 132-160
Range 0-150 0-150 0-000 0.0% 1-250
ATR 0-161 0-160 -0-001 -0.5% 0-000
Volume 45,082 98,146 53,064 117.7% 212,936
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 134-000 133-230 132-242
R3 133-170 133-080 132-201
R2 133-020 133-020 132-188
R1 132-250 132-250 132-174 132-295
PP 132-190 132-190 132-190 132-212
S1 132-100 132-100 132-146 132-145
S2 132-040 132-040 132-132
S3 131-210 131-270 132-119
S4 131-060 131-120 132-078
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 137-160 136-250 133-154
R3 135-230 135-000 132-317
R2 133-300 133-300 132-264
R1 133-070 133-070 132-212 133-185
PP 132-050 132-050 132-050 132-108
S1 131-140 131-140 132-108 131-255
S2 130-120 130-120 132-056
S3 128-190 129-210 132-003
S4 126-260 127-280 131-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-280 131-030 1-250 1.3% 0-176 0.4% 79% True False 42,587
10 132-280 131-030 1-250 1.3% 0-159 0.4% 79% True False 27,589
20 133-280 131-030 2-250 2.1% 0-167 0.4% 51% False False 16,394
40 134-180 131-030 3-150 2.6% 0-124 0.3% 41% False False 8,413
60 134-180 131-030 3-150 2.6% 0-086 0.2% 41% False False 5,610
80 134-180 130-080 4-100 3.3% 0-068 0.2% 52% False False 4,208
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 0-030
Fibonacci Retracements and Extensions
4.250 134-278
2.618 134-033
1.618 133-203
1.000 133-110
0.618 133-053
HIGH 132-280
0.618 132-223
0.500 132-205
0.382 132-187
LOW 132-130
0.618 132-037
1.000 131-300
1.618 131-207
2.618 131-057
4.250 130-132
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 132-205 132-132
PP 132-190 132-103
S1 132-175 132-075

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

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