ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 130-160 130-020 -0-140 -0.3% 128-130
High 130-180 130-080 -0-100 -0.2% 129-280
Low 130-000 129-310 -0-010 0.0% 127-210
Close 130-060 130-000 -0-060 -0.1% 129-280
Range 0-180 0-090 -0-090 -50.0% 2-070
ATR 0-142 0-139 -0-004 -2.6% 0-000
Volume 3,211 1,018 -2,193 -68.3% 1,009
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 130-293 130-237 130-050
R3 130-203 130-147 130-025
R2 130-113 130-113 130-016
R1 130-057 130-057 130-008 130-040
PP 130-023 130-023 130-023 130-015
S1 129-287 129-287 129-312 129-270
S2 129-253 129-253 129-304
S3 129-163 129-197 129-295
S4 129-073 129-107 129-270
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
5 130-180 129-180 1-000 0.8% 0-110 0.3% 44% False False 970
10 130-180 127-210 2-290 2.2% 0-093 0.2% 81% False False 631
20 130-180 126-270 3-230 2.9% 0-052 0.1% 85% False False 359
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-142
2.618 130-316
1.618 130-226
1.000 130-170
0.618 130-136
HIGH 130-080
0.618 130-046
0.500 130-035
0.382 130-024
LOW 129-310
0.618 129-254
1.000 129-220
1.618 129-164
2.618 129-074
4.250 128-248
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 130-035 130-080
PP 130-023 130-053
S1 130-012 130-027

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

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