ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 132-130 132-295 0-165 0.4% 133-000
High 132-310 132-300 -0-010 0.0% 133-075
Low 131-270 131-230 -0-040 -0.1% 131-230
Close 132-245 131-285 -0-280 -0.7% 131-285
Range 1-040 1-070 0-030 8.3% 1-165
ATR 0-192 0-206 0-014 7.4% 0-000
Volume 1,721,338 1,328,743 -392,595 -22.8% 5,333,149
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 135-268 135-027 132-180
R3 134-198 133-277 132-072
R2 133-128 133-128 132-036
R1 132-207 132-207 132-001 132-132
PP 132-058 132-058 132-058 132-021
S1 131-137 131-137 131-249 131-062
S2 130-308 130-308 131-214
S3 129-238 130-067 131-178
S4 128-168 128-317 131-070
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 136-265 135-280 132-232
R3 135-100 134-115 132-098
R2 133-255 133-255 132-054
R1 132-270 132-270 132-009 132-180
PP 132-090 132-090 132-090 132-045
S1 131-105 131-105 131-241 131-015
S2 130-245 130-245 131-196
S3 129-080 129-260 131-152
S4 127-235 128-095 131-018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-075 131-230 1-165 1.1% 0-244 0.6% 11% False True 1,066,629
10 133-265 131-230 2-035 1.6% 0-246 0.6% 8% False True 1,098,653
20 133-265 131-030 2-235 2.1% 0-199 0.5% 29% False False 680,415
40 134-180 131-030 3-150 2.6% 0-179 0.4% 23% False False 342,817
60 134-180 131-030 3-150 2.6% 0-133 0.3% 23% False False 228,610
80 134-180 131-030 3-150 2.6% 0-106 0.3% 23% False False 171,458
100 134-180 129-230 4-270 3.7% 0-085 0.2% 45% False False 137,167
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-061
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 138-038
2.618 136-041
1.618 134-291
1.000 134-050
0.618 133-221
HIGH 132-300
0.618 132-151
0.500 132-105
0.382 132-059
LOW 131-230
0.618 130-309
1.000 130-160
1.618 129-239
2.618 128-169
4.250 126-172
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 132-105 132-110
PP 132-058 132-062
S1 132-012 132-013

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

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