ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 132-250 132-210 -0-040 -0.1% 132-020
High 132-260 132-220 -0-040 -0.1% 132-260
Low 132-160 132-120 -0-040 -0.1% 132-000
Close 132-260 132-190 -0-070 -0.2% 132-260
Range 0-100 0-100 0-000 0.0% 0-260
ATR 0-141 0-140 0-000 0.0% 0-000
Volume 24,560 21,726 -2,834 -11.5% 99,895
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 133-157 133-113 132-245
R3 133-057 133-013 132-218
R2 132-277 132-277 132-208
R1 132-233 132-233 132-199 132-205
PP 132-177 132-177 132-177 132-162
S1 132-133 132-133 132-181 132-105
S2 132-077 132-077 132-172
S3 131-297 132-033 132-162
S4 131-197 131-253 132-135
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 134-313 134-227 133-083
R3 134-053 133-287 133-012
R2 133-113 133-113 132-308
R1 133-027 133-027 132-284 133-070
PP 132-173 132-173 132-173 132-195
S1 132-087 132-087 132-236 132-130
S2 131-233 131-233 132-212
S3 130-293 131-147 132-188
S4 130-033 130-207 132-117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-260 132-000 0-260 0.6% 0-138 0.3% 73% False False 22,022
10 132-260 131-140 1-120 1.0% 0-130 0.3% 84% False False 14,292
20 132-260 130-050 2-210 2.0% 0-138 0.3% 92% False False 8,525
40 132-260 127-210 5-050 3.9% 0-104 0.2% 96% False False 4,806
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 0-009
Fibonacci Retracements and Extensions
4.250 134-005
2.618 133-162
1.618 133-062
1.000 133-000
0.618 132-282
HIGH 132-220
0.618 132-182
0.500 132-170
0.382 132-158
LOW 132-120
0.618 132-058
1.000 132-020
1.618 131-278
2.618 131-178
4.250 131-015
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 132-183 132-178
PP 132-177 132-167
S1 132-170 132-155

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

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