ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 131-150 131-195 0-045 0.1% 131-100
High 131-220 131-260 0-040 0.1% 131-235
Low 131-095 131-135 0-040 0.1% 130-285
Close 131-180 131-245 0-065 0.2% 131-170
Range 0-125 0-125 0-000 0.0% 0-270
ATR 0-213 0-207 -0-006 -2.9% 0-000
Volume 786,759 979,928 193,169 24.6% 5,021,656
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 132-268 132-222 131-314
R3 132-143 132-097 131-279
R2 132-018 132-018 131-268
R1 131-292 131-292 131-256 131-315
PP 131-213 131-213 131-213 131-225
S1 131-167 131-167 131-234 131-190
S2 131-088 131-088 131-222
S3 130-283 131-042 131-211
S4 130-158 130-237 131-176
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 133-293 133-182 131-318
R3 133-023 132-232 131-244
R2 132-073 132-073 131-220
R1 131-282 131-282 131-195 132-018
PP 131-123 131-123 131-123 131-151
S1 131-012 131-012 131-145 131-068
S2 130-173 130-173 131-120
S3 129-223 130-062 131-096
S4 128-273 129-112 131-022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-290 131-035 0-255 0.6% 0-144 0.3% 82% False False 915,701
10 131-290 129-125 2-165 1.9% 0-170 0.4% 94% False False 979,720
20 131-290 128-130 3-160 2.7% 0-201 0.5% 96% False False 1,019,825
40 131-290 127-230 4-060 3.2% 0-206 0.5% 97% False False 1,011,832
60 132-050 127-230 4-140 3.4% 0-196 0.5% 91% False False 678,022
80 132-050 127-230 4-140 3.4% 0-172 0.4% 91% False False 508,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-036
Fibonacci Retracements and Extensions
4.250 133-151
2.618 132-267
1.618 132-142
1.000 132-065
0.618 132-017
HIGH 131-260
0.618 131-212
0.500 131-198
0.382 131-183
LOW 131-135
0.618 131-058
1.000 131-010
1.618 130-253
2.618 130-128
4.250 129-244
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 131-229 131-222
PP 131-213 131-200
S1 131-198 131-178

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

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