ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 131-190 131-280 0-090 0.2% 130-310
High 132-000 132-060 0-060 0.1% 131-200
Low 131-190 131-250 0-060 0.1% 130-240
Close 131-270 131-260 -0-010 0.0% 131-180
Range 0-130 0-130 0-000 0.0% 0-280
ATR 0-139 0-138 -0-001 -0.5% 0-000
Volume 6,210 5,936 -274 -4.4% 12,392
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 133-047 132-283 132-012
R3 132-237 132-153 131-296
R2 132-107 132-107 131-284
R1 132-023 132-023 131-272 132-000
PP 131-297 131-297 131-297 131-285
S1 131-213 131-213 131-248 131-190
S2 131-167 131-167 131-236
S3 131-037 131-083 131-224
S4 130-227 130-273 131-188
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
5 132-060 130-270 1-110 1.0% 0-144 0.3% 72% True False 4,577
10 132-060 130-180 1-200 1.2% 0-141 0.3% 77% True False 3,598
20 132-060 129-310 2-070 1.7% 0-111 0.3% 83% True False 2,764
40 132-060 126-270 5-110 4.1% 0-079 0.2% 93% True False 1,536
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 0-028
Fibonacci Retracements and Extensions
4.250 133-292
2.618 133-080
1.618 132-270
1.000 132-190
0.618 132-140
HIGH 132-060
0.618 132-010
0.500 131-315
0.382 131-300
LOW 131-250
0.618 131-170
1.000 131-120
1.618 131-040
2.618 130-230
4.250 130-018
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 131-315 131-270
PP 131-297 131-267
S1 131-278 131-263

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

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