ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 131-050 131-020 -0-030 -0.1% 130-310
High 131-050 131-200 0-150 0.4% 131-200
Low 130-270 130-290 0-020 0.0% 130-240
Close 131-030 131-180 0-150 0.4% 131-180
Range 0-100 0-230 0-130 130.0% 0-280
ATR 0-133 0-140 0-007 5.2% 0-000
Volume 3,890 2,890 -1,000 -25.7% 12,392
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 133-167 133-083 131-306
R3 132-257 132-173 131-243
R2 132-027 132-027 131-222
R1 131-263 131-263 131-201 131-305
PP 131-117 131-117 131-117 131-138
S1 131-033 131-033 131-159 131-075
S2 130-207 130-207 131-138
S3 129-297 130-123 131-117
S4 129-067 129-213 131-054
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 133-300 133-200 132-014
R3 133-020 132-240 131-257
R2 132-060 132-060 131-231
R1 131-280 131-280 131-206 132-010
PP 131-100 131-100 131-100 131-125
S1 131-000 131-000 131-154 131-050
S2 130-140 130-140 131-129
S3 129-180 130-040 131-103
S4 128-220 129-080 131-026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-200 130-240 0-280 0.7% 0-140 0.3% 93% True False 2,478
10 131-200 130-050 1-150 1.1% 0-138 0.3% 96% True False 2,399
20 131-200 129-300 1-220 1.3% 0-110 0.3% 96% True False 2,132
40 131-200 126-270 4-250 3.6% 0-069 0.2% 99% True False 1,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 134-218
2.618 133-162
1.618 132-252
1.000 132-110
0.618 132-022
HIGH 131-200
0.618 131-112
0.500 131-085
0.382 131-058
LOW 130-290
0.618 130-148
1.000 130-060
1.618 129-238
2.618 129-008
4.250 127-272
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 131-148 131-140
PP 131-117 131-100
S1 131-085 131-060

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

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