ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 132-020 132-050 0-030 0.1% 131-230
High 132-130 132-095 -0-035 -0.1% 132-170
Low 131-275 131-295 0-020 0.0% 131-060
Close 132-060 132-060 0-000 0.0% 132-050
Range 0-175 0-120 -0-055 -31.4% 1-110
ATR 0-183 0-178 -0-004 -2.5% 0-000
Volume 955,178 790,348 -164,830 -17.3% 4,933,467
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 133-083 133-032 132-126
R3 132-283 132-232 132-093
R2 132-163 132-163 132-082
R1 132-112 132-112 132-071 132-138
PP 132-043 132-043 132-043 132-056
S1 131-312 131-312 132-049 132-018
S2 131-243 131-243 132-038
S3 131-123 131-192 132-027
S4 131-003 131-072 131-314
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
5 132-170 131-275 0-215 0.5% 0-152 0.4% 49% False False 821,703
10 132-170 131-060 1-110 1.0% 0-151 0.4% 74% False False 877,047
20 132-170 129-125 3-045 2.4% 0-160 0.4% 89% False False 928,383
40 132-170 127-230 4-260 3.6% 0-200 0.5% 93% False False 1,014,961
60 132-170 127-230 4-260 3.6% 0-192 0.5% 93% False False 823,391
80 132-170 127-230 4-260 3.6% 0-183 0.4% 93% False False 618,189
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-285
2.618 133-089
1.618 132-289
1.000 132-215
0.618 132-169
HIGH 132-095
0.618 132-049
0.500 132-035
0.382 132-021
LOW 131-295
0.618 131-221
1.000 131-175
1.618 131-101
2.618 130-301
4.250 130-105
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 132-052 132-054
PP 132-043 132-048
S1 132-035 132-042

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

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