ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 135-035 134-215 -0-140 -0.3% 133-240
High 135-050 134-275 -0-095 -0.2% 135-290
Low 134-200 134-015 -0-185 -0.4% 133-155
Close 134-255 134-060 -0-195 -0.5% 135-210
Range 0-170 0-260 0-090 52.9% 2-135
ATR 0-201 0-205 0-004 2.1% 0-000
Volume 40,101 53,439 13,338 33.3% 4,493,055
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 136-257 136-098 134-203
R3 135-317 135-158 134-132
R2 135-057 135-057 134-108
R1 134-218 134-218 134-084 134-168
PP 134-117 134-117 134-117 134-091
S1 133-278 133-278 134-036 133-228
S2 133-177 133-177 134-012
S3 132-237 133-018 133-308
S4 131-297 132-078 133-237
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 142-090 141-125 136-316
R3 139-275 138-310 136-103
R2 137-140 137-140 136-032
R1 136-175 136-175 135-281 136-318
PP 135-005 135-005 135-005 135-076
S1 134-040 134-040 135-139 134-182
S2 132-190 132-190 135-068
S3 130-055 131-225 134-317
S4 127-240 129-090 134-104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-290 134-015 1-275 1.4% 0-256 0.6% 8% False True 146,401
10 135-290 133-105 2-185 1.9% 0-232 0.5% 33% False False 903,866
20 135-290 132-175 3-115 2.5% 0-189 0.4% 49% False False 1,010,443
40 135-290 131-000 4-290 3.7% 0-171 0.4% 65% False False 964,767
60 135-290 127-230 8-060 6.1% 0-198 0.5% 79% False False 1,022,761
80 135-290 127-230 8-060 6.1% 0-192 0.4% 79% False False 905,645
100 135-290 127-230 8-060 6.1% 0-187 0.4% 79% False False 725,361
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 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-100
2.618 136-316
1.618 136-056
1.000 135-215
0.618 135-116
HIGH 134-275
0.618 134-176
0.500 134-145
0.382 134-114
LOW 134-015
0.618 133-174
1.000 133-075
1.618 132-234
2.618 131-294
4.250 130-190
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 134-145 134-302
PP 134-117 134-222
S1 134-088 134-141

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

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