ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 132-295 131-265 -1-030 -0.8% 133-000
High 132-300 132-065 -0-235 -0.6% 133-075
Low 131-230 131-235 0-005 0.0% 131-230
Close 131-285 132-010 0-045 0.1% 131-285
Range 1-070 0-150 -0-240 -61.5% 1-165
ATR 0-206 0-202 -0-004 -1.9% 0-000
Volume 1,328,743 741,795 -586,948 -44.2% 5,333,149
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 133-127 133-058 132-092
R3 132-297 132-228 132-051
R2 132-147 132-147 132-038
R1 132-078 132-078 132-024 132-112
PP 131-317 131-317 131-317 132-014
S1 131-248 131-248 131-316 131-282
S2 131-167 131-167 131-302
S3 131-017 131-098 131-289
S4 130-187 130-268 131-248
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
5 133-060 131-230 1-150 1.1% 0-247 0.6% 21% False False 1,074,400
10 133-265 131-230 2-035 1.6% 0-230 0.5% 15% False False 1,071,476
20 133-265 131-030 2-235 2.1% 0-201 0.5% 34% False False 716,739
40 134-180 131-030 3-150 2.6% 0-182 0.4% 27% False False 361,351
60 134-180 131-030 3-150 2.6% 0-135 0.3% 27% False False 240,973
80 134-180 131-030 3-150 2.6% 0-108 0.3% 27% False False 180,731
100 134-180 129-300 4-200 3.5% 0-086 0.2% 45% False False 144,585
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-057
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-062
2.618 133-138
1.618 132-308
1.000 132-215
0.618 132-158
HIGH 132-065
0.618 132-008
0.500 131-310
0.382 131-292
LOW 131-235
0.618 131-142
1.000 131-085
1.618 130-312
2.618 130-162
4.250 129-238
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 132-003 132-110
PP 131-317 132-077
S1 131-310 132-043

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

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