ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 132-240 133-025 0-105 0.2% 132-140
High 133-070 133-265 0-195 0.5% 133-265
Low 132-225 132-275 0-050 0.1% 132-115
Close 133-045 133-230 0-185 0.4% 133-230
Range 0-165 0-310 0-145 87.9% 1-150
ATR 0-153 0-165 0-011 7.3% 0-000
Volume 498,489 1,013,571 515,082 103.3% 3,407,082
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 136-120 136-005 134-080
R3 135-130 135-015 133-315
R2 134-140 134-140 133-287
R1 134-025 134-025 133-258 134-082
PP 133-150 133-150 133-150 133-179
S1 133-035 133-035 133-202 133-092
S2 132-160 132-160 133-173
S3 131-170 132-045 133-145
S4 130-180 131-055 133-060
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 137-227 137-058 134-168
R3 136-077 135-228 134-039
R2 134-247 134-247 133-316
R1 134-078 134-078 133-273 134-162
PP 133-097 133-097 133-097 133-139
S1 132-248 132-248 133-187 133-012
S2 131-267 131-267 133-144
S3 130-117 131-098 133-101
S4 128-287 129-268 132-292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-265 132-115 1-150 1.1% 0-169 0.4% 93% True False 681,416
10 133-265 131-030 2-235 2.0% 0-172 0.4% 96% True False 362,001
20 133-265 131-030 2-235 2.0% 0-157 0.4% 96% True False 185,902
40 134-180 131-030 3-150 2.6% 0-137 0.3% 76% False False 93,590
60 134-180 131-030 3-150 2.6% 0-101 0.2% 76% False False 62,395
80 134-180 130-270 3-230 2.8% 0-079 0.2% 77% False False 46,797
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 0-031
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 137-302
2.618 136-117
1.618 135-127
1.000 134-255
0.618 134-137
HIGH 133-265
0.618 133-147
0.500 133-110
0.382 133-073
LOW 132-275
0.618 132-083
1.000 131-285
1.618 131-093
2.618 130-103
4.250 128-238
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 133-190 133-174
PP 133-150 133-118
S1 133-110 133-062

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

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