ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 132-280 132-300 0-020 0.0% 132-045
High 133-085 133-010 -0-075 -0.2% 132-225
Low 132-265 132-175 -0-090 -0.2% 131-275
Close 132-290 132-250 -0-040 -0.1% 132-205
Range 0-140 0-155 0-015 10.7% 0-270
ATR 0-176 0-174 -0-001 -0.9% 0-000
Volume 1,211,571 1,158,761 -52,810 -4.4% 4,395,924
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 134-077 133-318 133-015
R3 133-242 133-163 132-293
R2 133-087 133-087 132-278
R1 133-008 133-008 132-264 132-290
PP 132-252 132-252 132-252 132-232
S1 132-173 132-173 132-236 132-135
S2 132-097 132-097 132-222
S3 131-262 132-018 132-207
S4 131-107 131-183 132-165
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
5 133-085 131-315 1-090 1.0% 0-168 0.4% 62% False False 1,048,703
10 133-085 131-275 1-130 1.1% 0-160 0.4% 66% False False 935,203
20 133-085 131-035 2-050 1.6% 0-154 0.4% 78% False False 929,625
40 133-085 127-230 5-175 4.2% 0-193 0.5% 91% False False 1,015,053
60 133-085 127-230 5-175 4.2% 0-193 0.5% 91% False False 909,997
80 133-085 127-230 5-175 4.2% 0-185 0.4% 91% False False 683,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-029
2.618 134-096
1.618 133-261
1.000 133-165
0.618 133-106
HIGH 133-010
0.618 132-271
0.500 132-252
0.382 132-234
LOW 132-175
0.618 132-079
1.000 132-020
1.618 131-244
2.618 131-089
4.250 130-156
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 132-252 132-290
PP 132-252 132-277
S1 132-251 132-263

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

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