ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 133-270 133-075 -0-195 -0.5% 134-240
High 133-305 133-255 -0-050 -0.1% 134-295
Low 133-050 132-290 -0-080 -0.2% 133-045
Close 133-070 133-230 0-160 0.4% 133-155
Range 0-255 0-285 0-030 11.8% 1-250
ATR 0-217 0-222 0-005 2.3% 0-000
Volume 1,235,842 1,336,081 100,239 8.1% 6,156,314
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 136-047 135-263 134-067
R3 135-082 134-298 133-308
R2 134-117 134-117 133-282
R1 134-013 134-013 133-256 134-065
PP 133-152 133-152 133-152 133-178
S1 133-048 133-048 133-204 133-100
S2 132-187 132-187 133-178
S3 131-222 132-083 133-152
S4 130-257 131-118 133-073
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
5 134-055 132-180 1-195 1.2% 0-270 0.6% 72% False False 1,248,184
10 134-310 132-180 2-130 1.8% 0-269 0.6% 48% False False 1,274,879
20 134-310 132-000 2-310 2.2% 0-222 0.5% 58% False False 801,599
40 134-310 130-050 4-260 3.6% 0-172 0.4% 74% False False 402,999
60 134-310 127-120 7-190 5.7% 0-134 0.3% 84% False False 268,855
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 0-063
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-186
2.618 136-041
1.618 135-076
1.000 134-220
0.618 134-111
HIGH 133-255
0.618 133-146
0.500 133-112
0.382 133-079
LOW 132-290
0.618 132-114
1.000 132-005
1.618 131-149
2.618 130-184
4.250 129-039
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 133-191 133-181
PP 133-152 133-132
S1 133-112 133-082

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

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