ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 133-110 132-215 -0-215 -0.5% 133-240
High 133-125 133-170 0-045 0.1% 133-265
Low 132-205 132-080 -0-125 -0.3% 132-080
Close 132-235 133-005 0-090 0.2% 133-005
Range 0-240 1-090 0-170 70.8% 1-185
ATR 0-167 0-184 0-017 10.4% 0-000
Volume 1,113,123 1,502,593 389,470 35.0% 4,639,819
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 136-248 136-057 133-230
R3 135-158 134-287 133-118
R2 134-068 134-068 133-080
R1 133-197 133-197 133-043 133-292
PP 132-298 132-298 132-298 133-026
S1 132-107 132-107 132-287 132-202
S2 131-208 131-208 132-250
S3 130-118 131-017 132-212
S4 129-028 129-247 132-100
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 137-245 136-310 133-283
R3 136-060 135-125 133-144
R2 134-195 134-195 133-098
R1 133-260 133-260 133-051 133-135
PP 133-010 133-010 133-010 132-268
S1 132-075 132-075 132-279 131-270
S2 131-145 131-145 132-232
S3 129-280 130-210 132-186
S4 128-095 129-025 132-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-265 132-080 1-185 1.2% 0-248 0.6% 49% False True 1,130,678
10 133-265 132-080 1-185 1.2% 0-192 0.5% 49% False True 814,504
20 133-265 131-030 2-235 2.1% 0-175 0.4% 70% False False 416,753
40 134-180 131-030 3-150 2.6% 0-155 0.4% 55% False False 209,526
60 134-180 131-030 3-150 2.6% 0-116 0.3% 55% False False 139,725
80 134-180 131-030 3-150 2.6% 0-090 0.2% 55% False False 104,794
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 99 trading days
Fibonacci Retracements and Extensions
4.250 138-312
2.618 136-283
1.618 135-193
1.000 134-260
0.618 134-103
HIGH 133-170
0.618 133-013
0.500 132-285
0.382 132-237
LOW 132-080
0.618 131-147
1.000 130-310
1.618 130-057
2.618 128-287
4.250 126-258
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 132-312 133-000
PP 132-298 132-315
S1 132-285 132-310

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

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