ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 133-195 133-185 -0-010 0.0% 133-040
High 133-240 133-185 -0-055 -0.1% 133-270
Low 133-115 133-040 -0-075 -0.2% 133-005
Close 133-200 133-100 -0-100 -0.2% 133-260
Range 0-125 0-145 0-020 16.0% 0-265
ATR 0-166 0-165 0-000 -0.3% 0-000
Volume 803,215 1,197,147 393,932 49.0% 6,033,421
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 134-223 134-147 133-180
R3 134-078 134-002 133-140
R2 133-253 133-253 133-127
R1 133-177 133-177 133-113 133-142
PP 133-108 133-108 133-108 133-091
S1 133-032 133-032 133-087 132-318
S2 132-283 132-283 133-073
S3 132-138 132-207 133-060
S4 131-313 132-062 133-020
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% 0-156 0.4% 36% False False 1,162,581
10 133-270 132-175 1-095 1.0% 0-146 0.3% 59% False False 1,117,019
20 133-270 131-060 2-210 2.0% 0-156 0.4% 80% False False 1,023,838
40 133-270 128-245 5-025 3.8% 0-173 0.4% 90% False False 1,005,959
60 133-270 127-230 6-040 4.6% 0-188 0.4% 91% False False 1,027,670
80 133-270 127-230 6-040 4.6% 0-182 0.4% 91% False False 793,630
100 133-270 127-230 6-040 4.6% 0-170 0.4% 91% False False 634,986
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 0-033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-161
2.618 134-245
1.618 134-100
1.000 134-010
0.618 133-275
HIGH 133-185
0.618 133-130
0.500 133-112
0.382 133-095
LOW 133-040
0.618 132-270
1.000 132-215
1.618 132-125
2.618 131-300
4.250 131-064
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 133-112 133-155
PP 133-108 133-137
S1 133-104 133-118

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

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