ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 130-090 130-070 -0-020 0.0% 129-300
High 130-100 130-160 0-060 0.1% 130-180
Low 130-060 130-060 0-000 0.0% 129-300
Close 130-090 130-140 0-050 0.1% 130-120
Range 0-040 0-100 0-060 150.0% 0-200
ATR 0-135 0-132 -0-002 -1.8% 0-000
Volume 646 1,578 932 144.3% 4,950
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 131-100 131-060 130-195
R3 131-000 130-280 130-168
R2 130-220 130-220 130-158
R1 130-180 130-180 130-149 130-200
PP 130-120 130-120 130-120 130-130
S1 130-080 130-080 130-131 130-100
S2 130-020 130-020 130-122
S3 129-240 129-300 130-112
S4 129-140 129-200 130-085
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% 0-072 0.2% 63% False False 1,345
10 130-230 128-200 2-030 1.6% 0-085 0.2% 87% False False 1,067
20 130-230 127-180 3-050 2.4% 0-065 0.2% 91% False False 644
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 0-012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131-265
2.618 131-102
1.618 131-002
1.000 130-260
0.618 130-222
HIGH 130-160
0.618 130-122
0.500 130-110
0.382 130-098
LOW 130-060
0.618 129-318
1.000 129-280
1.618 129-218
2.618 129-118
4.250 128-275
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 130-130 130-145
PP 130-120 130-143
S1 130-110 130-142

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

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