ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 133-240 133-215 -0-025 -0.1% 133-195
High 134-020 134-250 0-230 0.5% 133-285
Low 133-155 133-210 0-055 0.1% 133-040
Close 133-265 134-215 0-270 0.6% 133-245
Range 0-185 1-040 0-175 94.6% 0-245
ATR 0-169 0-182 0-014 8.1% 0-000
Volume 2,368,759 1,538,361 -830,398 -35.1% 6,399,905
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 137-238 137-107 135-093
R3 136-198 136-067 134-314
R2 135-158 135-158 134-281
R1 135-027 135-027 134-248 135-092
PP 134-118 134-118 134-118 134-151
S1 133-307 133-307 134-182 134-052
S2 133-078 133-078 134-149
S3 132-038 132-267 134-116
S4 130-318 131-227 134-017
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
5 134-250 133-105 1-145 1.1% 0-209 0.5% 92% True False 1,661,332
10 134-250 133-005 1-245 1.3% 0-182 0.4% 94% True False 1,411,957
20 134-250 131-275 2-295 2.2% 0-167 0.4% 96% True False 1,204,778
40 134-250 128-245 6-005 4.5% 0-172 0.4% 98% True False 1,087,225
60 134-250 127-230 7-020 5.2% 0-190 0.4% 98% True False 1,076,885
80 134-250 127-230 7-020 5.2% 0-186 0.4% 98% True False 897,139
100 134-250 127-230 7-020 5.2% 0-178 0.4% 98% True False 718,052
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 0-043
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 139-180
2.618 137-232
1.618 136-192
1.000 135-290
0.618 135-152
HIGH 134-250
0.618 134-112
0.500 134-070
0.382 134-028
LOW 133-210
0.618 132-308
1.000 132-170
1.618 131-268
2.618 130-228
4.250 128-280
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 134-167 134-149
PP 134-118 134-083
S1 134-070 134-018

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

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