ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 132-225 132-315 0-090 0.2% 131-265
High 133-015 133-080 0-065 0.2% 132-280
Low 132-205 132-235 0-030 0.1% 131-235
Close 132-295 133-055 0-080 0.2% 132-215
Range 0-130 0-165 0-035 26.9% 1-045
ATR 0-189 0-187 -0-002 -0.9% 0-000
Volume 531,172 896,614 365,442 68.8% 4,038,409
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 134-192 134-128 133-146
R3 134-027 133-283 133-100
R2 133-182 133-182 133-085
R1 133-118 133-118 133-070 133-150
PP 133-017 133-017 133-017 133-032
S1 132-273 132-273 133-040 132-305
S2 132-172 132-172 133-025
S3 132-007 132-108 133-010
S4 131-162 131-263 132-284
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 135-272 135-128 133-096
R3 134-227 134-083 132-315
R2 133-182 133-182 132-282
R1 133-038 133-038 132-248 133-110
PP 132-137 132-137 132-137 132-172
S1 131-313 131-313 132-182 132-065
S2 131-092 131-092 132-148
S3 130-047 130-268 132-115
S4 129-002 129-223 132-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-080 132-020 1-060 0.9% 0-158 0.4% 93% True False 792,090
10 133-080 131-230 1-170 1.1% 0-206 0.5% 95% True False 945,966
20 133-265 131-230 2-035 1.6% 0-200 0.5% 69% False False 927,555
40 133-280 131-030 2-250 2.1% 0-183 0.4% 75% False False 479,320
60 134-180 131-030 3-150 2.6% 0-149 0.4% 60% False False 319,713
80 134-180 131-030 3-150 2.6% 0-116 0.3% 60% False False 239,786
100 134-180 130-230 3-270 2.9% 0-096 0.2% 64% False False 191,829
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 0-050
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-141
2.618 134-192
1.618 134-027
1.000 133-245
0.618 133-182
HIGH 133-080
0.618 133-017
0.500 132-318
0.382 132-298
LOW 132-235
0.618 132-133
1.000 132-070
1.618 131-288
2.618 131-123
4.250 130-174
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 133-036 133-010
PP 133-017 132-285
S1 132-318 132-240

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

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