ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 132-065 132-140 0-075 0.2% 133-000
High 132-180 132-280 0-100 0.2% 133-075
Low 132-020 132-110 0-090 0.2% 131-230
Close 132-120 132-130 0-010 0.0% 131-285
Range 0-160 0-170 0-010 6.3% 1-165
ATR 0-198 0-196 -0-002 -1.0% 0-000
Volume 868,748 923,448 54,700 6.3% 5,333,149
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 134-043 133-257 132-224
R3 133-193 133-087 132-177
R2 133-023 133-023 132-161
R1 132-237 132-237 132-146 132-205
PP 132-173 132-173 132-173 132-158
S1 132-067 132-067 132-114 132-035
S2 132-003 132-003 132-099
S3 131-153 131-217 132-083
S4 130-303 131-047 132-036
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
5 132-300 131-230 1-070 0.9% 0-211 0.5% 56% False False 925,336
10 133-170 131-230 1-260 1.4% 0-230 0.5% 38% False False 1,013,368
20 133-265 131-230 2-035 1.6% 0-198 0.5% 33% False False 841,060
40 134-110 131-030 3-080 2.5% 0-186 0.4% 40% False False 425,181
60 134-180 131-030 3-150 2.6% 0-144 0.3% 38% False False 283,575
80 134-180 131-030 3-150 2.6% 0-111 0.3% 38% False False 212,683
100 134-180 130-000 4-180 3.4% 0-091 0.2% 53% False False 170,146
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 0-058
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-042
2.618 134-085
1.618 133-235
1.000 133-130
0.618 133-065
HIGH 132-280
0.618 132-215
0.500 132-195
0.382 132-175
LOW 132-110
0.618 132-005
1.000 131-260
1.618 131-155
2.618 130-305
4.250 130-028
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 132-195 132-130
PP 132-173 132-130
S1 132-152 132-130

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

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