ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 133-230 133-195 -0-035 -0.1% 133-040
High 133-270 133-240 -0-030 -0.1% 133-270
Low 133-155 133-115 -0-040 -0.1% 133-005
Close 133-260 133-200 -0-060 -0.1% 133-260
Range 0-115 0-125 0-010 8.7% 0-265
ATR 0-168 0-166 -0-002 -1.0% 0-000
Volume 1,130,586 803,215 -327,371 -29.0% 6,033,421
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 134-240 134-185 133-269
R3 134-115 134-060 133-234
R2 133-310 133-310 133-223
R1 133-255 133-255 133-211 133-282
PP 133-185 133-185 133-185 133-199
S1 133-130 133-130 133-189 133-158
S2 133-060 133-060 133-177
S3 132-255 133-005 133-166
S4 132-130 132-200 133-131
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 136-013 135-242 134-086
R3 135-068 134-297 134-013
R2 134-123 134-123 133-309
R1 134-032 134-032 133-284 134-078
PP 133-178 133-178 133-178 133-201
S1 133-087 133-087 133-236 133-132
S2 132-233 132-233 133-211
S3 131-288 132-142 133-187
S4 131-023 131-197 133-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-270 133-005 0-265 0.6% 0-153 0.4% 74% False False 1,173,254
10 133-270 132-175 1-095 1.0% 0-148 0.3% 83% False False 1,095,966
20 133-270 131-060 2-210 2.0% 0-156 0.4% 92% False False 1,006,217
40 133-270 128-200 5-070 3.9% 0-174 0.4% 96% False False 998,192
60 133-270 127-230 6-040 4.6% 0-189 0.4% 96% False False 1,027,624
80 133-270 127-230 6-040 4.6% 0-182 0.4% 96% False False 778,683
100 133-270 127-230 6-040 4.6% 0-171 0.4% 96% False False 623,015
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-131
2.618 134-247
1.618 134-122
1.000 134-045
0.618 133-317
HIGH 133-240
0.618 133-192
0.500 133-178
0.382 133-163
LOW 133-115
0.618 133-038
1.000 132-310
1.618 132-233
2.618 132-108
4.250 131-224
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 133-192 133-187
PP 133-185 133-173
S1 133-178 133-160

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

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