ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 129-300 130-160 0-180 0.4% 128-130
High 130-150 130-180 0-030 0.1% 129-280
Low 129-300 130-000 0-020 0.0% 127-210
Close 130-140 130-060 -0-080 -0.2% 129-280
Range 0-170 0-180 0-010 5.9% 2-070
ATR 0-139 0-142 0-003 2.1% 0-000
Volume 206 3,211 3,005 1,458.7% 1,009
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 131-300 131-200 130-159
R3 131-120 131-020 130-110
R2 130-260 130-260 130-093
R1 130-160 130-160 130-076 130-120
PP 130-080 130-080 130-080 130-060
S1 129-300 129-300 130-044 129-260
S2 129-220 129-220 130-027
S3 129-040 129-120 130-010
S4 128-180 128-260 129-281
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 135-253 135-017 131-030
R3 133-183 132-267 130-155
R2 131-113 131-113 130-090
R1 130-197 130-197 130-025 130-315
PP 129-043 129-043 129-043 129-102
S1 128-127 128-127 129-215 128-245
S2 126-293 126-293 129-150
S3 124-223 126-057 129-085
S4 122-153 123-307 128-210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-180 128-200 1-300 1.5% 0-098 0.2% 81% True False 789
10 130-180 127-210 2-290 2.2% 0-084 0.2% 87% True False 612
20 130-180 126-270 3-230 2.9% 0-047 0.1% 90% True False 308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 132-305
2.618 132-011
1.618 131-151
1.000 131-040
0.618 130-291
HIGH 130-180
0.618 130-111
0.500 130-090
0.382 130-069
LOW 130-000
0.618 129-209
1.000 129-140
1.618 129-029
2.618 128-169
4.250 127-195
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 130-090 130-080
PP 130-080 130-073
S1 130-070 130-067

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

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