ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 133-260 133-075 -0-185 -0.4% 132-250
High 134-005 133-185 -0-140 -0.3% 134-310
Low 133-045 133-050 0-005 0.0% 132-160
Close 133-095 133-135 0-040 0.1% 134-240
Range 0-280 0-135 -0-145 -51.8% 2-150
ATR 0-197 0-193 -0-004 -2.3% 0-000
Volume 1,643,253 1,278,757 -364,496 -22.2% 4,962,097
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 134-208 134-147 133-209
R3 134-073 134-012 133-172
R2 133-258 133-258 133-160
R1 133-197 133-197 133-147 133-228
PP 133-123 133-123 133-123 133-139
S1 133-062 133-062 133-123 133-092
S2 132-308 132-308 133-110
S3 132-173 132-247 133-098
S4 132-038 132-112 133-061
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
5 134-310 133-045 1-265 1.4% 0-241 0.6% 15% False False 1,336,870
10 134-310 132-110 2-200 2.0% 0-236 0.6% 41% False False 1,082,496
20 134-310 131-140 3-170 2.6% 0-185 0.4% 56% False False 555,383
40 134-310 129-310 5-000 3.7% 0-148 0.3% 69% False False 279,074
60 134-310 126-270 8-040 6.1% 0-114 0.3% 81% False False 186,152
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 135-119
2.618 134-218
1.618 134-083
1.000 134-000
0.618 133-268
HIGH 133-185
0.618 133-133
0.500 133-118
0.382 133-102
LOW 133-050
0.618 132-287
1.000 132-235
1.618 132-152
2.618 132-017
4.250 131-116
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 133-129 133-228
PP 133-123 133-197
S1 133-118 133-166

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

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