ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 133-240 133-140 -0-100 -0.2% 132-140
High 133-265 133-220 -0-045 -0.1% 133-265
Low 133-110 133-095 -0-015 0.0% 132-115
Close 133-130 133-115 -0-015 0.0% 133-230
Range 0-155 0-125 -0-030 -19.4% 1-150
ATR 0-164 0-161 -0-003 -1.7% 0-000
Volume 1,158,873 865,230 -293,643 -25.3% 3,407,082
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 134-198 134-122 133-184
R3 134-073 133-317 133-149
R2 133-268 133-268 133-138
R1 133-192 133-192 133-126 133-168
PP 133-143 133-143 133-143 133-131
S1 133-067 133-067 133-104 133-042
S2 133-018 133-018 133-092
S3 132-213 132-262 133-081
S4 132-088 132-137 133-046
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% 0-175 0.4% 63% False False 892,026
10 133-265 131-190 2-075 1.7% 0-170 0.4% 79% False False 561,504
20 133-265 131-030 2-235 2.1% 0-154 0.4% 83% False False 286,857
40 134-180 131-030 3-150 2.6% 0-143 0.3% 65% False False 144,180
60 134-180 131-030 3-150 2.6% 0-105 0.2% 65% False False 96,130
80 134-180 131-030 3-150 2.6% 0-082 0.2% 65% False False 72,098
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-111
2.618 134-227
1.618 134-102
1.000 134-025
0.618 133-297
HIGH 133-220
0.618 133-172
0.500 133-158
0.382 133-143
LOW 133-095
0.618 133-018
1.000 132-290
1.618 132-213
2.618 132-088
4.250 131-204
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 133-158 133-113
PP 133-143 133-112
S1 133-129 133-110

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

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