ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 134-240 134-035 -0-205 -0.5% 132-250
High 134-295 134-090 -0-205 -0.5% 134-310
Low 134-020 133-225 -0-115 -0.3% 132-160
Close 134-030 133-300 -0-050 -0.1% 134-240
Range 0-275 0-185 -0-090 -32.7% 2-150
ATR 0-192 0-191 0-000 -0.2% 0-000
Volume 984,582 1,078,526 93,944 9.5% 4,962,097
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 135-227 135-128 134-082
R3 135-042 134-263 134-031
R2 134-177 134-177 134-014
R1 134-078 134-078 133-317 134-035
PP 133-312 133-312 133-312 133-290
S1 133-213 133-213 133-283 133-170
S2 133-127 133-127 133-266
S3 132-262 133-028 133-249
S4 132-077 132-163 133-198
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 141-153 140-187 136-034
R3 139-003 138-037 135-137
R2 136-173 136-173 135-065
R1 135-207 135-207 134-312 136-030
PP 134-023 134-023 134-023 134-095
S1 133-057 133-057 134-168 133-200
S2 131-193 131-193 134-095
S3 129-043 130-227 134-023
S4 126-213 128-077 133-126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-310 132-220 2-090 1.7% 0-284 0.7% 55% False False 1,295,209
10 134-310 132-030 2-280 2.1% 0-224 0.5% 64% False False 805,488
20 134-310 131-140 3-170 2.6% 0-177 0.4% 71% False False 409,890
40 134-310 129-300 5-010 3.8% 0-146 0.3% 80% False False 206,109
60 134-310 126-270 8-040 6.1% 0-107 0.3% 87% False False 137,452
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-044
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 136-236
2.618 135-254
1.618 135-069
1.000 134-275
0.618 134-204
HIGH 134-090
0.618 134-019
0.500 133-318
0.382 133-296
LOW 133-225
0.618 133-111
1.000 133-040
1.618 132-246
2.618 132-061
4.250 131-079
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 133-318 134-108
PP 133-312 134-065
S1 133-306 134-022

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

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