ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 130-290 131-050 0-080 0.2% 130-280
High 131-080 131-050 -0-030 -0.1% 131-110
Low 130-240 130-270 0-030 0.1% 130-050
Close 131-020 131-030 0-010 0.0% 131-010
Range 0-160 0-100 -0-060 -37.5% 1-060
ATR 0-135 0-133 -0-003 -1.9% 0-000
Volume 1,020 3,890 2,870 281.4% 11,604
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 131-310 131-270 131-085
R3 131-210 131-170 131-058
R2 131-110 131-110 131-048
R1 131-070 131-070 131-039 131-040
PP 131-010 131-010 131-010 130-315
S1 130-290 130-290 131-021 130-260
S2 130-230 130-230 131-012
S3 130-130 130-190 131-002
S4 130-030 130-090 130-295
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
5 131-110 130-240 0-190 0.5% 0-128 0.3% 58% False False 2,344
10 131-110 130-050 1-060 0.9% 0-121 0.3% 79% False False 2,470
20 131-110 129-180 1-250 1.4% 0-103 0.2% 86% False False 2,006
40 131-110 126-270 4-160 3.4% 0-064 0.2% 94% False False 1,062
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-155
2.618 131-312
1.618 131-212
1.000 131-150
0.618 131-112
HIGH 131-050
0.618 131-012
0.500 131-000
0.382 130-308
LOW 130-270
0.618 130-208
1.000 130-170
1.618 130-108
2.618 130-008
4.250 129-165
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 131-020 131-020
PP 131-010 131-010
S1 131-000 131-000

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

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