ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 132-215 133-000 0-105 0.2% 133-240
High 133-170 133-075 -0-095 -0.2% 133-265
Low 132-080 132-260 0-180 0.4% 132-080
Close 133-005 132-275 -0-050 -0.1% 133-005
Range 1-090 0-135 -0-275 -67.1% 1-185
ATR 0-184 0-181 -0-004 -1.9% 0-000
Volume 1,502,593 702,944 -799,649 -53.2% 4,639,819
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 134-075 133-310 133-029
R3 133-260 133-175 132-312
R2 133-125 133-125 132-300
R1 133-040 133-040 132-287 133-015
PP 132-310 132-310 132-310 132-298
S1 132-225 132-225 132-263 132-200
S2 132-175 132-175 132-250
S3 132-040 132-090 132-238
S4 131-225 131-275 132-201
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% 0-213 0.5% 39% False False 1,068,552
10 133-265 132-080 1-185 1.2% 0-191 0.4% 39% False False 874,984
20 133-265 131-030 2-235 2.1% 0-175 0.4% 65% False False 451,286
40 134-180 131-030 3-150 2.6% 0-158 0.4% 51% False False 227,100
60 134-180 131-030 3-150 2.6% 0-118 0.3% 51% False False 151,441
80 134-180 131-030 3-150 2.6% 0-092 0.2% 51% False False 113,581
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-009
2.618 134-108
1.618 133-293
1.000 133-210
0.618 133-158
HIGH 133-075
0.618 133-023
0.500 133-008
0.382 132-312
LOW 132-260
0.618 132-177
1.000 132-125
1.618 132-042
2.618 131-227
4.250 131-006
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 133-008 132-285
PP 132-310 132-282
S1 132-292 132-278

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

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