ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 132-300 133-000 0-020 0.0% 132-250
High 133-010 133-045 0-035 0.1% 133-085
Low 132-175 132-280 0-105 0.2% 132-175
Close 132-250 133-025 0-095 0.2% 133-025
Range 0-155 0-085 -0-070 -45.2% 0-230
ATR 0-174 0-170 -0-004 -2.4% 0-000
Volume 1,158,761 766,078 -392,683 -33.9% 4,753,909
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 133-265 133-230 133-072
R3 133-180 133-145 133-048
R2 133-095 133-095 133-041
R1 133-060 133-060 133-033 133-078
PP 133-010 133-010 133-010 133-019
S1 132-295 132-295 133-017 132-312
S2 132-245 132-245 133-009
S3 132-160 132-210 133-002
S4 132-075 132-125 132-298
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 135-038 134-262 133-152
R3 134-128 134-032 133-088
R2 133-218 133-218 133-067
R1 133-122 133-122 133-046 133-170
PP 132-308 132-308 132-308 133-012
S1 132-212 132-212 133-004 132-260
S2 132-078 132-078 132-303
S3 131-168 131-302 132-282
S4 130-258 131-072 132-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-085 132-175 0-230 0.5% 0-139 0.3% 74% False False 950,781
10 133-085 131-275 1-130 1.1% 0-150 0.4% 87% False False 914,983
20 133-085 131-060 2-025 1.6% 0-149 0.3% 91% False False 922,038
40 133-085 127-230 5-175 4.2% 0-188 0.4% 97% False False 997,065
60 133-085 127-230 5-175 4.2% 0-191 0.4% 97% False False 922,644
80 133-085 127-230 5-175 4.2% 0-186 0.4% 97% False False 693,282
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-041
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 134-086
2.618 133-268
1.618 133-183
1.000 133-130
0.618 133-098
HIGH 133-045
0.618 133-013
0.500 133-002
0.382 132-312
LOW 132-280
0.618 132-227
1.000 132-195
1.618 132-142
2.618 132-057
4.250 131-239
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 133-018 133-007
PP 133-010 132-308
S1 133-002 132-290

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

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