ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 25-Apr-2012
Day Change Summary
Previous Current
24-Apr-2012 25-Apr-2012 Change Change % Previous Week
Open 130-220 130-100 -0-120 -0.3% 130-190
High 130-230 130-300 0-070 0.2% 130-230
Low 130-180 130-050 -0-130 -0.3% 130-060
Close 130-210 130-180 -0-030 -0.1% 130-180
Range 0-050 0-250 0-200 400.0% 0-170
ATR 0-124 0-133 0-009 7.2% 0-000
Volume 1,840 1,909 69 3.8% 13,708
Daily Pivots for day following 25-Apr-2012
Classic Woodie Camarilla DeMark
R4 132-287 132-163 130-318
R3 132-037 131-233 130-249
R2 131-107 131-107 130-226
R1 130-303 130-303 130-203 131-045
PP 130-177 130-177 130-177 130-208
S1 130-053 130-053 130-157 130-115
S2 129-247 129-247 130-134
S3 128-317 129-123 130-111
S4 128-067 128-193 130-042
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
5 131-000 130-050 0-270 0.6% 0-090 0.2% 48% False True 2,518
10 131-000 129-310 1-010 0.8% 0-081 0.2% 58% False False 1,931
20 131-000 127-210 3-110 2.6% 0-082 0.2% 87% False False 1,272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 134-082
2.618 132-314
1.618 132-064
1.000 131-230
0.618 131-134
HIGH 130-300
0.618 130-204
0.500 130-175
0.382 130-146
LOW 130-050
0.618 129-216
1.000 129-120
1.618 128-286
2.618 128-036
4.250 126-268
Fisher Pivots for day following 25-Apr-2012
Pivot 1 day 3 day
R1 130-178 130-185
PP 130-177 130-183
S1 130-175 130-182

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

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