ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 134-125 133-300 -0-145 -0.3% 135-210
High 135-005 134-250 -0-075 -0.2% 135-270
Low 134-105 133-140 -0-285 -0.7% 134-015
Close 134-110 134-205 0-095 0.2% 134-110
Range 0-220 1-110 0-210 95.5% 1-255
ATR 0-201 0-217 0-016 8.1% 0-000
Volume 12,970 13,467 497 3.8% 181,152
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 138-102 137-263 135-122
R3 136-312 136-153 135-003
R2 135-202 135-202 134-284
R1 135-043 135-043 134-244 135-122
PP 134-092 134-092 134-092 134-131
S1 133-253 133-253 134-166 134-012
S2 132-302 132-302 134-126
S3 131-192 132-143 134-087
S4 130-082 131-033 133-288
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 140-043 139-012 135-106
R3 138-108 137-077 134-268
R2 136-173 136-173 134-215
R1 135-142 135-142 134-163 135-030
PP 134-238 134-238 134-238 134-182
S1 133-207 133-207 134-057 133-095
S2 132-303 132-303 134-005
S3 131-048 131-272 133-272
S4 129-113 130-017 133-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-050 133-140 1-230 1.3% 0-240 0.6% 70% False True 28,417
10 135-290 133-140 2-150 1.8% 0-260 0.6% 49% False True 468,767
20 135-290 133-005 2-285 2.1% 0-208 0.5% 56% False False 856,050
40 135-290 131-060 4-230 3.5% 0-179 0.4% 73% False False 889,044
60 135-290 127-230 8-060 6.1% 0-195 0.5% 85% False False 950,060
80 135-290 127-230 8-060 6.1% 0-196 0.5% 85% False False 905,995
100 135-290 127-230 8-060 6.1% 0-191 0.4% 85% False False 725,836
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 0-054
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 140-158
2.618 138-096
1.618 136-306
1.000 136-040
0.618 135-196
HIGH 134-250
0.618 134-086
0.500 134-035
0.382 133-304
LOW 133-140
0.618 132-194
1.000 132-030
1.618 131-084
2.618 129-294
4.250 127-232
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 134-148 134-161
PP 134-092 134-117
S1 134-035 134-072

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

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