ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 130-190 130-090 -0-100 -0.2% 129-300
High 130-230 130-100 -0-130 -0.3% 130-180
Low 130-170 130-060 -0-110 -0.3% 129-300
Close 130-170 130-090 -0-080 -0.2% 130-120
Range 0-060 0-040 -0-020 -33.3% 0-200
ATR 0-137 0-135 -0-002 -1.4% 0-000
Volume 3,014 646 -2,368 -78.6% 4,950
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 130-203 130-187 130-112
R3 130-163 130-147 130-101
R2 130-123 130-123 130-097
R1 130-107 130-107 130-094 130-110
PP 130-083 130-083 130-083 130-085
S1 130-067 130-067 130-086 130-070
S2 130-043 130-043 130-083
S3 130-003 130-027 130-079
S4 129-283 129-307 130-068
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 132-053 131-287 130-230
R3 131-173 131-087 130-175
R2 130-293 130-293 130-157
R1 130-207 130-207 130-138 130-250
PP 130-093 130-093 130-093 130-115
S1 130-007 130-007 130-102 130-050
S2 129-213 129-213 130-083
S3 129-013 129-127 130-065
S4 128-133 128-247 130-010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-230 129-310 0-240 0.6% 0-088 0.2% 42% False False 1,671
10 130-230 128-010 2-220 2.1% 0-078 0.2% 84% False False 921
20 130-230 127-120 3-110 2.6% 0-060 0.1% 87% False False 566
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 130-270
2.618 130-205
1.618 130-165
1.000 130-140
0.618 130-125
HIGH 130-100
0.618 130-085
0.500 130-080
0.382 130-075
LOW 130-060
0.618 130-035
1.000 130-020
1.618 129-315
2.618 129-275
4.250 129-210
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 130-087 130-145
PP 130-083 130-127
S1 130-080 130-108

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

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