ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 133-075 133-160 0-085 0.2% 134-240
High 133-185 134-055 0-190 0.4% 134-295
Low 133-050 133-140 0-090 0.2% 133-045
Close 133-135 133-155 0-020 0.0% 133-155
Range 0-135 0-235 0-100 74.1% 1-250
ATR 0-193 0-196 0-003 1.7% 0-000
Volume 1,278,757 1,171,196 -107,561 -8.4% 6,156,314
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 135-288 135-137 133-284
R3 135-053 134-222 133-220
R2 134-138 134-138 133-198
R1 133-307 133-307 133-177 133-265
PP 133-223 133-223 133-223 133-202
S1 133-072 133-072 133-133 133-030
S2 132-308 132-308 133-112
S3 132-073 132-157 133-090
S4 131-158 131-242 133-026
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 139-062 138-038 134-148
R3 137-132 136-108 133-312
R2 135-202 135-202 133-260
R1 134-178 134-178 133-207 134-065
PP 133-272 133-272 133-272 133-215
S1 132-248 132-248 133-103 132-135
S2 132-022 132-022 133-050
S3 130-092 130-318 132-318
S4 128-162 129-068 132-162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-295 133-045 1-250 1.3% 0-222 0.5% 19% False False 1,231,262
10 134-310 132-110 2-200 2.0% 0-243 0.6% 43% False False 1,180,226
20 134-310 131-260 3-050 2.4% 0-189 0.4% 53% False False 613,675
40 134-310 130-050 4-260 3.6% 0-152 0.4% 69% False False 308,328
60 134-310 126-270 8-040 6.1% 0-118 0.3% 82% False False 205,672
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-094
2.618 136-030
1.618 135-115
1.000 134-290
0.618 134-200
HIGH 134-055
0.618 133-285
0.500 133-258
0.382 133-230
LOW 133-140
0.618 132-315
1.000 132-225
1.618 132-080
2.618 131-165
4.250 130-101
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 133-258 133-210
PP 133-223 133-192
S1 133-189 133-173

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

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