ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 131-280 132-020 0-060 0.1% 131-240
High 132-000 132-160 0-160 0.4% 132-060
Low 131-260 132-020 0-080 0.2% 131-140
Close 132-000 132-120 0-120 0.3% 132-000
Range 0-060 0-140 0-080 133.3% 0-240
ATR 0-136 0-138 0-002 1.2% 0-000
Volume 3,806 11,507 7,701 202.3% 25,270
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 133-200 133-140 132-197
R3 133-060 133-000 132-158
R2 132-240 132-240 132-146
R1 132-180 132-180 132-133 132-210
PP 132-100 132-100 132-100 132-115
S1 132-040 132-040 132-107 132-070
S2 131-280 131-280 132-094
S3 131-140 131-220 132-082
S4 131-000 131-080 132-043
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 134-040 133-260 132-132
R3 133-120 133-020 132-066
R2 132-200 132-200 132-044
R1 132-100 132-100 132-022 132-150
PP 131-280 131-280 131-280 131-305
S1 131-180 131-180 131-298 131-230
S2 131-040 131-040 131-276
S3 130-120 130-260 131-254
S4 129-200 130-020 131-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-160 131-140 1-020 0.8% 0-122 0.3% 88% True False 6,563
10 132-160 130-240 1-240 1.3% 0-136 0.3% 93% True False 4,636
20 132-160 130-050 2-110 1.8% 0-118 0.3% 95% True False 3,573
40 132-160 126-270 5-210 4.3% 0-088 0.2% 98% True False 2,053
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 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-115
2.618 133-207
1.618 133-067
1.000 132-300
0.618 132-247
HIGH 132-160
0.618 132-107
0.500 132-090
0.382 132-073
LOW 132-020
0.618 131-253
1.000 131-200
1.618 131-113
2.618 130-293
4.250 130-065
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 132-110 132-077
PP 132-100 132-033
S1 132-090 131-310

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

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