ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 133-000 133-040 0-040 0.1% 132-250
High 133-045 133-195 0-150 0.4% 133-085
Low 132-280 133-030 0-070 0.2% 132-175
Close 133-025 133-135 0-110 0.3% 133-025
Range 0-085 0-165 0-080 94.1% 0-230
ATR 0-170 0-170 0-000 0.0% 0-000
Volume 766,078 970,363 204,285 26.7% 4,753,909
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 134-295 134-220 133-226
R3 134-130 134-055 133-180
R2 133-285 133-285 133-165
R1 133-210 133-210 133-150 133-248
PP 133-120 133-120 133-120 133-139
S1 133-045 133-045 133-120 133-082
S2 132-275 132-275 133-105
S3 132-110 132-200 133-090
S4 131-265 132-035 133-044
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
5 133-195 132-175 1-020 0.8% 0-143 0.3% 82% True False 1,018,678
10 133-195 131-275 1-240 1.3% 0-154 0.4% 89% True False 949,100
20 133-195 131-060 2-135 1.8% 0-150 0.4% 92% True False 921,343
40 133-195 127-230 5-285 4.4% 0-186 0.4% 97% True False 990,273
60 133-195 127-230 5-285 4.4% 0-189 0.4% 97% True False 938,361
80 133-195 127-230 5-285 4.4% 0-185 0.4% 97% True False 705,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-038
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-256
2.618 134-307
1.618 134-142
1.000 134-040
0.618 133-297
HIGH 133-195
0.618 133-132
0.500 133-112
0.382 133-093
LOW 133-030
0.618 132-248
1.000 132-185
1.618 132-083
2.618 131-238
4.250 130-289
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 133-128 133-098
PP 133-120 133-062
S1 133-112 133-025

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

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