ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 133-130 133-240 0-110 0.3% 133-195
High 133-270 134-020 0-070 0.2% 133-285
Low 133-105 133-155 0-050 0.1% 133-040
Close 133-245 133-265 0-020 0.0% 133-245
Range 0-165 0-185 0-020 12.1% 0-245
ATR 0-167 0-169 0-001 0.8% 0-000
Volume 1,218,274 2,368,759 1,150,485 94.4% 6,399,905
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 135-168 135-082 134-047
R3 134-303 134-217 133-316
R2 134-118 134-118 133-299
R1 134-032 134-032 133-282 134-075
PP 133-253 133-253 133-253 133-275
S1 133-167 133-167 133-248 133-210
S2 133-068 133-068 133-231
S3 132-203 132-302 133-214
S4 132-018 132-117 133-163
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 135-285 135-190 134-060
R3 135-040 134-265 133-312
R2 134-115 134-115 133-290
R1 134-020 134-020 133-267 134-068
PP 133-190 133-190 133-190 133-214
S1 133-095 133-095 133-223 133-142
S2 132-265 132-265 133-200
S3 132-020 132-170 133-178
S4 131-095 131-245 133-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-020 133-040 0-300 0.7% 0-166 0.4% 75% True False 1,593,089
10 134-020 133-005 1-015 0.8% 0-160 0.4% 78% True False 1,383,172
20 134-020 131-275 2-065 1.6% 0-157 0.4% 89% True False 1,166,136
40 134-020 128-245 5-095 4.0% 0-170 0.4% 96% True False 1,072,984
60 134-020 127-230 6-110 4.7% 0-186 0.4% 96% True False 1,063,538
80 134-020 127-230 6-110 4.7% 0-186 0.4% 96% True False 878,000
100 134-020 127-230 6-110 4.7% 0-175 0.4% 96% True False 702,668
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 136-166
2.618 135-184
1.618 134-319
1.000 134-205
0.618 134-134
HIGH 134-020
0.618 133-269
0.500 133-248
0.382 133-226
LOW 133-155
0.618 133-041
1.000 132-290
1.618 132-176
2.618 131-311
4.250 131-009
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 133-259 133-251
PP 133-253 133-237
S1 133-248 133-222

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

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