ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 132-040 132-250 0-210 0.5% 132-045
High 132-225 133-020 0-115 0.3% 132-225
Low 131-315 132-195 0-200 0.5% 131-275
Close 132-205 132-205 0-000 0.0% 132-205
Range 0-230 0-145 -0-085 -37.0% 0-270
ATR 0-182 0-179 -0-003 -1.5% 0-000
Volume 1,255,688 630,881 -624,807 -49.8% 4,395,924
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 134-042 133-268 132-285
R3 133-217 133-123 132-245
R2 133-072 133-072 132-232
R1 132-298 132-298 132-218 132-272
PP 132-247 132-247 132-247 132-234
S1 132-153 132-153 132-192 132-128
S2 132-102 132-102 132-178
S3 131-277 132-008 132-165
S4 131-132 131-183 132-125
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 134-298 134-202 133-034
R3 134-028 133-252 132-279
R2 133-078 133-078 132-254
R1 132-302 132-302 132-230 133-030
PP 132-128 132-128 132-128 132-152
S1 132-032 132-032 132-180 132-080
S2 131-178 131-178 132-156
S3 130-228 131-082 132-131
S4 129-278 130-132 132-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-020 131-275 1-065 0.9% 0-165 0.4% 65% True False 879,521
10 133-020 131-060 1-280 1.4% 0-164 0.4% 78% True False 916,468
20 133-020 130-295 2-045 1.6% 0-158 0.4% 80% True False 938,962
40 133-020 127-230 5-110 4.0% 0-202 0.5% 92% True False 1,018,445
60 133-020 127-230 5-110 4.0% 0-193 0.5% 92% True False 854,388
80 133-020 127-230 5-110 4.0% 0-185 0.4% 92% True False 641,762
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-316
2.618 134-080
1.618 133-255
1.000 133-165
0.618 133-110
HIGH 133-020
0.618 132-285
0.500 132-268
0.382 132-250
LOW 132-195
0.618 132-105
1.000 132-050
1.618 131-280
2.618 131-135
4.250 130-219
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 132-268 132-189
PP 132-247 132-173
S1 132-226 132-158

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

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