ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 133-140 133-110 -0-030 -0.1% 132-140
High 133-220 133-125 -0-095 -0.2% 133-265
Low 133-095 132-205 -0-210 -0.5% 132-115
Close 133-115 132-235 -0-200 -0.5% 133-230
Range 0-125 0-240 0-115 92.0% 1-150
ATR 0-161 0-167 0-006 3.5% 0-000
Volume 865,230 1,113,123 247,893 28.7% 3,407,082
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 135-055 134-225 133-047
R3 134-135 133-305 132-301
R2 133-215 133-215 132-279
R1 133-065 133-065 132-257 133-020
PP 132-295 132-295 132-295 132-272
S1 132-145 132-145 132-213 132-100
S2 132-055 132-055 132-191
S3 131-135 131-225 132-169
S4 130-215 130-305 132-103
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
5 133-265 132-205 1-060 0.9% 0-199 0.5% 8% False True 929,857
10 133-265 132-070 1-195 1.2% 0-166 0.4% 32% False False 668,753
20 133-265 131-030 2-235 2.1% 0-160 0.4% 60% False False 341,881
40 134-180 131-030 3-150 2.6% 0-145 0.3% 47% False False 171,969
60 134-180 131-030 3-150 2.6% 0-109 0.3% 47% False False 114,682
80 134-180 131-030 3-150 2.6% 0-085 0.2% 47% False False 86,012
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-185
2.618 135-113
1.618 134-193
1.000 134-045
0.618 133-273
HIGH 133-125
0.618 133-033
0.500 133-005
0.382 132-297
LOW 132-205
0.618 132-057
1.000 131-285
1.618 131-137
2.618 130-217
4.250 129-145
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 133-005 133-075
PP 132-295 133-022
S1 132-265 132-288

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

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