ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 130-180 131-000 0-140 0.3% 130-280
High 131-010 131-110 0-100 0.2% 131-110
Low 130-180 130-260 0-080 0.2% 130-050
Close 130-250 131-010 0-080 0.2% 131-010
Range 0-150 0-170 0-020 13.3% 1-060
ATR 0-134 0-138 0-003 2.4% 0-000
Volume 5,261 2,219 -3,042 -57.8% 11,604
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 132-210 132-120 131-104
R3 132-040 131-270 131-057
R2 131-190 131-190 131-041
R1 131-100 131-100 131-026 131-145
PP 131-020 131-020 131-020 131-042
S1 130-250 130-250 130-314 130-295
S2 130-170 130-170 130-299
S3 130-000 130-080 130-283
S4 129-150 129-230 130-236
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 134-130 133-290 131-219
R3 133-070 132-230 131-114
R2 132-010 132-010 131-080
R1 131-170 131-170 131-045 131-250
PP 130-270 130-270 130-270 130-310
S1 130-110 130-110 130-295 130-190
S2 129-210 129-210 130-260
S3 128-150 129-050 130-226
S4 127-090 127-310 130-121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-110 130-050 1-060 0.9% 0-136 0.3% 74% True False 2,320
10 131-110 130-050 1-060 0.9% 0-097 0.2% 74% True False 2,531
20 131-110 127-210 3-220 2.8% 0-098 0.2% 92% True False 1,563
40 131-110 126-270 4-160 3.4% 0-052 0.1% 93% True False 824
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-192
2.618 132-235
1.618 132-065
1.000 131-280
0.618 131-215
HIGH 131-110
0.618 131-045
0.500 131-025
0.382 131-005
LOW 130-260
0.618 130-155
1.000 130-090
1.618 129-305
2.618 129-135
4.250 128-178
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 131-025 130-300
PP 131-020 130-270
S1 131-015 130-240

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

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