ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 132-160 132-060 -0-100 -0.2% 131-240
High 132-170 132-260 0-090 0.2% 132-060
Low 132-000 132-050 0-050 0.1% 131-140
Close 132-130 132-250 0-120 0.3% 132-000
Range 0-170 0-210 0-040 23.5% 0-240
ATR 0-139 0-144 0-005 3.7% 0-000
Volume 16,021 30,612 14,591 91.1% 25,270
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 134-177 134-103 133-046
R3 133-287 133-213 132-308
R2 133-077 133-077 132-288
R1 133-003 133-003 132-269 133-040
PP 132-187 132-187 132-187 132-205
S1 132-113 132-113 132-231 132-150
S2 131-297 131-297 132-212
S3 131-087 131-223 132-192
S4 130-197 131-013 132-134
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
5 132-260 131-260 1-000 0.8% 0-138 0.3% 97% True False 15,828
10 132-260 130-290 1-290 1.4% 0-146 0.3% 98% True False 10,349
20 132-260 130-050 2-210 2.0% 0-134 0.3% 99% True False 6,409
40 132-260 127-210 5-050 3.9% 0-099 0.2% 99% True False 3,649
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 0-017
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 135-192
2.618 134-170
1.618 133-280
1.000 133-150
0.618 133-070
HIGH 132-260
0.618 132-180
0.500 132-155
0.382 132-130
LOW 132-050
0.618 131-240
1.000 131-160
1.618 131-030
2.618 130-140
4.250 129-118
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 132-218 132-210
PP 132-187 132-170
S1 132-155 132-130

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

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