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

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

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