ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 132-020 132-160 0-140 0.3% 131-240
High 132-160 132-160 0-000 0.0% 132-060
Low 132-020 132-050 0-030 0.1% 131-140
Close 132-120 132-110 -0-010 0.0% 132-000
Range 0-140 0-110 -0-030 -21.4% 0-240
ATR 0-138 0-136 -0-002 -1.5% 0-000
Volume 11,507 17,195 5,688 49.4% 25,270
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 133-117 133-063 132-170
R3 133-007 132-273 132-140
R2 132-217 132-217 132-130
R1 132-163 132-163 132-120 132-135
PP 132-107 132-107 132-107 132-092
S1 132-053 132-053 132-100 132-025
S2 131-317 131-317 132-090
S3 131-207 131-263 132-080
S4 131-097 131-153 132-050
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% 0-118 0.3% 85% True False 8,760
10 132-160 130-240 1-240 1.3% 0-134 0.3% 91% True False 6,177
20 132-160 130-050 2-110 1.8% 0-121 0.3% 93% True False 4,400
40 132-160 127-120 5-040 3.9% 0-090 0.2% 97% True False 2,483
Crabel Price Patterns
NR True
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-308
2.618 133-128
1.618 133-018
1.000 132-270
0.618 132-228
HIGH 132-160
0.618 132-118
0.500 132-105
0.382 132-092
LOW 132-050
0.618 131-302
1.000 131-260
1.618 131-192
2.618 131-082
4.250 130-222
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 132-108 132-090
PP 132-107 132-070
S1 132-105 132-050

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

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