ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 133-255 133-140 -0-115 -0.3% 133-010
High 133-310 133-190 -0-120 -0.3% 133-305
Low 133-095 132-295 -0-120 -0.3% 132-180
Close 133-155 133-065 -0-090 -0.2% 133-250
Range 0-215 0-215 0-000 0.0% 1-125
ATR 0-221 0-220 0-000 -0.2% 0-000
Volume 925,082 1,258,603 333,521 36.1% 5,829,938
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 135-082 134-288 133-183
R3 134-187 134-073 133-124
R2 133-292 133-292 133-104
R1 133-178 133-178 133-085 133-128
PP 133-077 133-077 133-077 133-051
S1 132-283 132-283 133-045 132-232
S2 132-182 132-182 133-026
S3 131-287 132-068 133-006
S4 131-072 131-173 132-267
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 137-193 137-027 134-175
R3 136-068 135-222 134-052
R2 134-263 134-263 134-012
R1 134-097 134-097 133-291 134-180
PP 133-138 133-138 133-138 133-180
S1 132-292 132-292 133-209 133-055
S2 132-013 132-013 133-168
S3 130-208 131-167 133-128
S4 129-083 130-042 133-005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-315 132-295 1-020 0.8% 0-217 0.5% 26% False True 1,006,519
10 134-055 132-180 1-195 1.2% 0-244 0.6% 40% False False 1,127,352
20 134-310 132-110 2-200 2.0% 0-241 0.6% 33% False False 1,046,455
40 134-310 130-050 4-260 3.6% 0-191 0.4% 63% False False 528,508
60 134-310 127-210 7-100 5.5% 0-152 0.4% 76% False False 352,731
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0-050
Fibonacci Retracements and Extensions
4.250 136-144
2.618 135-113
1.618 134-218
1.000 134-085
0.618 134-003
HIGH 133-190
0.618 133-108
0.500 133-082
0.382 133-057
LOW 132-295
0.618 132-162
1.000 132-080
1.618 131-267
2.618 131-052
4.250 130-021
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 133-082 133-145
PP 133-077 133-118
S1 133-071 133-092

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

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