ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 130-280 130-220 -0-060 -0.1% 130-190
High 131-000 130-230 -0-090 -0.2% 130-230
Low 130-260 130-180 -0-080 -0.2% 130-060
Close 130-280 130-210 -0-070 -0.2% 130-180
Range 0-060 0-050 -0-010 -16.7% 0-170
ATR 0-126 0-124 -0-002 -1.5% 0-000
Volume 375 1,840 1,465 390.7% 13,708
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 131-037 131-013 130-238
R3 130-307 130-283 130-224
R2 130-257 130-257 130-219
R1 130-233 130-233 130-215 130-220
PP 130-207 130-207 130-207 130-200
S1 130-183 130-183 130-205 130-170
S2 130-157 130-157 130-201
S3 130-107 130-133 130-196
S4 130-057 130-083 130-182
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% 0-060 0.1% 58% False False 2,452
10 131-000 129-310 1-010 0.8% 0-074 0.2% 67% False False 2,062
20 131-000 127-210 3-110 2.6% 0-073 0.2% 90% False False 1,178
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 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-122
2.618 131-041
1.618 130-311
1.000 130-280
0.618 130-261
HIGH 130-230
0.618 130-211
0.500 130-205
0.382 130-199
LOW 130-180
0.618 130-149
1.000 130-130
1.618 130-099
2.618 130-049
4.250 129-288
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 130-208 130-220
PP 130-207 130-217
S1 130-205 130-213

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

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