ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 130-170 130-280 0-110 0.3% 130-190
High 130-180 131-000 0-140 0.3% 130-230
Low 130-120 130-260 0-140 0.3% 130-060
Close 130-180 130-280 0-100 0.2% 130-180
Range 0-060 0-060 0-000 0.0% 0-170
ATR 0-125 0-126 0-001 0.9% 0-000
Volume 3,595 375 -3,220 -89.6% 13,708
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 131-147 131-113 130-313
R3 131-087 131-053 130-296
R2 131-027 131-027 130-291
R1 130-313 130-313 130-286 130-310
PP 130-287 130-287 130-287 130-285
S1 130-253 130-253 130-274 130-250
S2 130-227 130-227 130-269
S3 130-167 130-193 130-264
S4 130-107 130-133 130-247
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 132-027 131-273 130-274
R3 131-177 131-103 130-227
R2 131-007 131-007 130-211
R1 130-253 130-253 130-196 130-205
PP 130-157 130-157 130-157 130-132
S1 130-083 130-083 130-164 130-035
S2 129-307 129-307 130-149
S3 129-137 129-233 130-133
S4 128-287 129-063 130-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-000 130-060 0-260 0.6% 0-058 0.1% 85% True False 2,213
10 131-000 129-300 1-020 0.8% 0-086 0.2% 88% True False 1,898
20 131-000 127-210 3-110 2.6% 0-070 0.2% 96% True False 1,087
Crabel Price Patterns
NR False
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 0-016
Fibonacci Retracements and Extensions
4.250 131-255
2.618 131-157
1.618 131-097
1.000 131-060
0.618 131-037
HIGH 131-000
0.618 130-297
0.500 130-290
0.382 130-283
LOW 130-260
0.618 130-223
1.000 130-200
1.618 130-163
2.618 130-103
4.250 130-005
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 130-290 130-260
PP 130-287 130-240
S1 130-283 130-220

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

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