ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 131-240 131-190 -0-050 -0.1% 130-310
High 131-290 132-000 0-030 0.1% 131-200
Low 131-160 131-190 0-030 0.1% 130-240
Close 131-180 131-270 0-090 0.2% 131-180
Range 0-130 0-130 0-000 0.0% 0-280
ATR 0-139 0-139 0-000 0.1% 0-000
Volume 3,962 6,210 2,248 56.7% 12,392
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 133-010 132-270 132-022
R3 132-200 132-140 131-306
R2 132-070 132-070 131-294
R1 132-010 132-010 131-282 132-040
PP 131-260 131-260 131-260 131-275
S1 131-200 131-200 131-258 131-230
S2 131-130 131-130 131-246
S3 131-000 131-070 131-234
S4 130-190 130-260 131-198
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
5 132-000 130-240 1-080 0.9% 0-150 0.4% 88% True False 3,594
10 132-000 130-050 1-270 1.4% 0-153 0.4% 92% True False 3,195
20 132-000 129-310 2-010 1.5% 0-114 0.3% 92% True False 2,628
40 132-000 126-270 5-050 3.9% 0-076 0.2% 97% True False 1,388
Crabel Price Patterns
NR False
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 0-030
Fibonacci Retracements and Extensions
4.250 133-232
2.618 133-020
1.618 132-210
1.000 132-130
0.618 132-080
HIGH 132-000
0.618 131-270
0.500 131-255
0.382 131-240
LOW 131-190
0.618 131-110
1.000 131-060
1.618 130-300
2.618 130-170
4.250 129-278
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 131-265 131-228
PP 131-260 131-187
S1 131-255 131-145

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

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