ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 132-170 132-140 -0-030 -0.1% 132-020
High 132-170 132-280 0-110 0.3% 132-260
Low 132-030 132-130 0-100 0.2% 132-000
Close 132-090 132-260 0-170 0.4% 132-260
Range 0-140 0-150 0-010 7.1% 0-260
ATR 0-142 0-145 0-003 2.4% 0-000
Volume 42,559 109,376 66,817 157.0% 99,895
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 134-033 133-297 133-022
R3 133-203 133-147 132-301
R2 133-053 133-053 132-288
R1 132-317 132-317 132-274 133-025
PP 132-223 132-223 132-223 132-238
S1 132-167 132-167 132-246 132-195
S2 132-073 132-073 132-232
S3 131-243 132-017 132-219
S4 131-093 131-187 132-178
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
5 132-280 132-030 0-250 0.6% 0-140 0.3% 92% True False 45,766
10 132-280 131-140 1-140 1.1% 0-133 0.3% 96% True False 28,271
20 132-280 130-180 2-100 1.7% 0-137 0.3% 97% True False 15,934
40 132-280 127-210 5-070 3.9% 0-110 0.3% 99% True False 8,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-278
2.618 134-033
1.618 133-203
1.000 133-110
0.618 133-053
HIGH 132-280
0.618 132-223
0.500 132-205
0.382 132-187
LOW 132-130
0.618 132-037
1.000 131-300
1.618 131-207
2.618 131-057
4.250 130-132
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 132-242 132-225
PP 132-223 132-190
S1 132-205 132-155

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

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