ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 132-045 132-075 0-030 0.1% 131-230
High 132-120 132-130 0-010 0.0% 132-170
Low 132-000 131-295 -0-025 -0.1% 131-060
Close 132-090 131-310 -0-100 -0.2% 132-050
Range 0-120 0-155 0-035 29.2% 1-110
ATR 0-186 0-183 -0-002 -1.2% 0-000
Volume 629,196 765,514 136,318 21.7% 4,933,467
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 133-177 133-078 132-075
R3 133-022 132-243 132-033
R2 132-187 132-187 132-018
R1 132-088 132-088 132-004 132-060
PP 132-032 132-032 132-032 132-018
S1 131-253 131-253 131-296 131-225
S2 131-197 131-197 131-282
S3 131-042 131-098 131-267
S4 130-207 130-263 131-225
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 135-317 135-133 132-286
R3 134-207 134-023 132-168
R2 133-097 133-097 132-129
R1 132-233 132-233 132-089 133-005
PP 131-307 131-307 131-307 132-032
S1 131-123 131-123 132-011 131-215
S2 130-197 130-197 131-291
S3 129-087 130-013 131-252
S4 127-297 128-223 131-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-170 131-060 1-110 1.0% 0-165 0.4% 58% False False 937,571
10 132-170 131-060 1-110 1.0% 0-146 0.3% 58% False False 879,163
20 132-170 128-245 3-245 2.9% 0-178 0.4% 85% False False 969,672
40 132-170 127-230 4-260 3.6% 0-201 0.5% 88% False False 1,012,938
60 132-170 127-230 4-260 3.6% 0-192 0.5% 88% False False 794,592
80 132-170 127-230 4-260 3.6% 0-180 0.4% 88% False False 596,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-149
2.618 133-216
1.618 133-061
1.000 132-285
0.618 132-226
HIGH 132-130
0.618 132-071
0.500 132-052
0.382 132-034
LOW 131-295
0.618 131-199
1.000 131-140
1.618 131-044
2.618 130-209
4.250 129-276
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 132-052 132-072
PP 132-032 132-045
S1 132-011 132-018

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

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