ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 26-Sep-2012

Day Change Summary
	Previous	Current
	25-Sep-2012	26-Sep-2012	Change	Change %	Previous Week
Open	132-315	133-070	0-075	0.2%	131-265
High	133-080	133-215	0-135	0.3%	132-280
Low	132-235	133-045	0-130	0.3%	131-235
Close	133-055	133-205	0-150	0.4%	132-215
Range	0-165	0-170	0-005	3.0%	1-045
ATR	0-187	0-186	-0-001	-0.7%	0-000
Volume	896,614	863,167	-33,447	-3.7%	4,038,409

Daily Pivots for day following 26-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-025	134-285	133-298
R3	134-175	134-115	133-252
R2	134-005	134-005	133-236
R1	133-265	133-265	133-221	133-295
PP	133-155	133-155	133-155	133-170
S1	133-095	133-095	133-189	133-125
S2	132-305	132-305	133-174
S3	132-135	132-245	133-158
S4	131-285	132-075	133-112

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	133-215	132-080	1-135	1.1%	0-160	0.4%	98%	True	False	790,973
10	133-215	131-230	1-305	1.5%	0-204	0.5%	98%	True	False	937,944
20	133-265	131-230	2-035	1.6%	0-202	0.5%	91%	False	False	936,917
40	133-280	131-030	2-250	2.1%	0-184	0.4%	92%	False	False	500,856
60	134-180	131-030	3-150	2.6%	0-152	0.4%	73%	False	False	334,099
80	134-180	131-030	3-150	2.6%	0-118	0.3%	73%	False	False	250,575
100	134-180	130-230	3-270	2.9%	0-098	0.2%	76%	False	False	200,461

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	135-298
2.618	135-020
1.618	134-170
1.000	134-065
0.618	134-000
HIGH	133-215
0.618	133-150
0.500	133-130
0.382	133-110
LOW	133-045
0.618	132-260
1.000	132-195
1.618	132-090
2.618	131-240
4.250	130-282

Fisher Pivots for day following 26-Sep-2012
Pivot	1 day	3 day
R1	133-180	133-153
PP	133-155	133-102
S1	133-130	133-050

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols