ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 132-270 132-240 -0-030 -0.1% 131-120
High 132-300 133-070 0-090 0.2% 132-280
Low 132-180 132-225 0-045 0.1% 131-030
Close 132-240 133-045 0-125 0.3% 132-160
Range 0-120 0-165 0-045 37.5% 1-250
ATR 0-153 0-153 0-001 0.6% 0-000
Volume 923,968 498,489 -425,479 -46.0% 212,936
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 134-182 134-118 133-136
R3 134-017 133-273 133-090
R2 133-172 133-172 133-075
R1 133-108 133-108 133-060 133-140
PP 133-007 133-007 133-007 133-022
S1 132-263 132-263 133-030 132-295
S2 132-162 132-162 133-015
S3 131-317 132-098 133-000
S4 131-152 131-253 132-274
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
5 133-070 132-115 0-275 0.6% 0-137 0.3% 91% True False 498,331
10 133-070 131-030 2-040 1.6% 0-152 0.4% 96% True False 262,177
20 133-230 131-030 2-200 2.0% 0-157 0.4% 78% False False 135,469
40 134-180 131-030 3-150 2.6% 0-130 0.3% 59% False False 68,250
60 134-180 131-030 3-150 2.6% 0-095 0.2% 59% False False 45,502
80 134-180 130-270 3-230 2.8% 0-075 0.2% 62% False False 34,127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 135-131
2.618 134-182
1.618 134-017
1.000 133-235
0.618 133-172
HIGH 133-070
0.618 133-007
0.500 132-308
0.382 132-288
LOW 132-225
0.618 132-123
1.000 132-060
1.618 131-278
2.618 131-113
4.250 130-164
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 133-026 133-018
PP 133-007 132-312
S1 132-308 132-285

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.