ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 133-025 133-240 0-215 0.5% 132-140
High 133-265 133-265 0-000 0.0% 133-265
Low 132-275 133-110 0-155 0.4% 132-115
Close 133-230 133-130 -0-100 -0.2% 133-230
Range 0-310 0-155 -0-155 -50.0% 1-150
ATR 0-165 0-164 -0-001 -0.4% 0-000
Volume 1,013,571 1,158,873 145,302 14.3% 3,407,082
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 134-313 134-217 133-215
R3 134-158 134-062 133-173
R2 134-003 134-003 133-158
R1 133-227 133-227 133-144 133-198
PP 133-168 133-168 133-168 133-154
S1 133-072 133-072 133-116 133-042
S2 133-013 133-013 133-102
S3 132-178 132-237 133-087
S4 132-023 132-082 133-045
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
5 133-265 132-180 1-085 0.9% 0-174 0.4% 67% True False 854,164
10 133-265 131-030 2-235 2.0% 0-172 0.4% 85% True False 476,361
20 133-265 131-030 2-235 2.0% 0-158 0.4% 85% True False 243,708
40 134-180 131-030 3-150 2.6% 0-140 0.3% 67% False False 122,550
60 134-180 131-030 3-150 2.6% 0-103 0.2% 67% False False 81,709
80 134-180 131-030 3-150 2.6% 0-081 0.2% 67% False False 61,282
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 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-284
2.618 135-031
1.618 134-196
1.000 134-100
0.618 134-041
HIGH 133-265
0.618 133-206
0.500 133-188
0.382 133-169
LOW 133-110
0.618 133-014
1.000 132-275
1.618 132-179
2.618 132-024
4.250 131-091
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 133-188 133-115
PP 133-168 133-100
S1 133-149 133-085

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

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