ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 130-260 130-200 -0-060 -0.1% 130-170
High 131-000 131-140 0-140 0.3% 131-140
Low 130-220 130-200 -0-020 0.0% 130-090
Close 130-220 131-100 0-200 0.5% 131-100
Range 0-100 0-260 0-160 160.0% 1-050
ATR 0-105 0-116 0-011 10.5% 0-000
Volume 313 481 168 53.7% 1,548
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 133-180 133-080 131-243
R3 132-240 132-140 131-172
R2 131-300 131-300 131-148
R1 131-200 131-200 131-124 131-250
PP 131-040 131-040 131-040 131-065
S1 130-260 130-260 131-076 130-310
S2 130-100 130-100 131-052
S3 129-160 130-000 131-028
S4 128-220 129-060 130-277
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 134-153 134-017 131-304
R3 133-103 132-287 131-202
R2 132-053 132-053 131-168
R1 131-237 131-237 131-134 131-305
PP 131-003 131-003 131-003 131-038
S1 130-187 130-187 131-066 130-255
S2 129-273 129-273 131-032
S3 128-223 129-137 130-318
S4 127-173 128-087 130-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-140 130-090 1-050 0.9% 0-108 0.3% 89% True False 309
10 131-140 130-000 1-140 1.1% 0-086 0.2% 91% True False 169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 134-285
2.618 133-181
1.618 132-241
1.000 132-080
0.618 131-301
HIGH 131-140
0.618 131-041
0.500 131-010
0.382 130-299
LOW 130-200
0.618 130-039
1.000 129-260
1.618 129-099
2.618 128-159
4.250 127-055
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 131-070 131-070
PP 131-040 131-040
S1 131-010 131-010

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

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