ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 133-020 132-240 -0-100 -0.2% 133-240
High 133-060 132-275 -0-105 -0.2% 133-265
Low 132-230 132-090 -0-140 -0.3% 132-080
Close 132-250 132-110 -0-140 -0.3% 133-005
Range 0-150 0-185 0-035 23.3% 1-185
ATR 0-178 0-179 0-000 0.3% 0-000
Volume 636,737 943,387 306,650 48.2% 4,639,819
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 134-073 133-277 132-212
R3 133-208 133-092 132-161
R2 133-023 133-023 132-144
R1 132-227 132-227 132-127 132-192
PP 132-158 132-158 132-158 132-141
S1 132-042 132-042 132-093 132-008
S2 131-293 131-293 132-076
S3 131-108 131-177 132-059
S4 130-243 130-312 132-008
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
5 133-170 132-080 1-090 1.0% 0-224 0.5% 7% False False 979,756
10 133-265 132-080 1-185 1.2% 0-200 0.5% 6% False False 935,891
20 133-265 131-030 2-235 2.1% 0-178 0.4% 46% False False 529,759
40 134-180 131-030 3-150 2.6% 0-163 0.4% 36% False False 266,580
60 134-180 131-030 3-150 2.6% 0-122 0.3% 36% False False 177,776
80 134-180 131-030 3-150 2.6% 0-096 0.2% 36% False False 133,332
100 134-180 129-230 4-270 3.7% 0-077 0.2% 54% False False 106,666
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 0-047
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-101
2.618 134-119
1.618 133-254
1.000 133-140
0.618 133-069
HIGH 132-275
0.618 132-204
0.500 132-182
0.382 132-161
LOW 132-090
0.618 131-296
1.000 131-225
1.618 131-111
2.618 130-246
4.250 129-264
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 132-182 132-242
PP 132-158 132-198
S1 132-134 132-154

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

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