ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 130-100 130-180 0-080 0.2% 130-190
High 130-300 131-010 0-030 0.1% 130-230
Low 130-050 130-180 0-130 0.3% 130-060
Close 130-180 130-250 0-070 0.2% 130-180
Range 0-250 0-150 -0-100 -40.0% 0-170
ATR 0-133 0-134 0-001 0.9% 0-000
Volume 1,909 5,261 3,352 175.6% 13,708
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 132-063 131-307 131-012
R3 131-233 131-157 130-291
R2 131-083 131-083 130-278
R1 131-007 131-007 130-264 131-045
PP 130-253 130-253 130-253 130-272
S1 130-177 130-177 130-236 130-215
S2 130-103 130-103 130-222
S3 129-273 130-027 130-209
S4 129-123 129-197 130-168
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
5 131-010 130-050 0-280 0.7% 0-114 0.3% 71% True False 2,596
10 131-010 130-050 0-280 0.7% 0-087 0.2% 71% True False 2,356
20 131-010 127-210 3-120 2.6% 0-090 0.2% 93% True False 1,493
40 131-010 126-270 4-060 3.2% 0-048 0.1% 94% True False 769
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 2 trading days
Fibonacci Retracements and Extensions
4.250 133-008
2.618 132-083
1.618 131-253
1.000 131-160
0.618 131-103
HIGH 131-010
0.618 130-273
0.500 130-255
0.382 130-237
LOW 130-180
0.618 130-087
1.000 130-030
1.618 129-257
2.618 129-107
4.250 128-182
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 130-255 130-230
PP 130-253 130-210
S1 130-252 130-190

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

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