ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 133-025 133-090 0-065 0.2% 133-090
High 133-175 133-140 -0-035 -0.1% 133-315
Low 133-005 132-290 -0-035 -0.1% 132-290
Close 133-115 133-000 -0-115 -0.3% 133-000
Range 0-170 0-170 0-000 0.0% 1-025
ATR 0-217 0-213 -0-003 -1.5% 0-000
Volume 998,349 820,228 -178,121 -17.8% 4,812,208
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 134-227 134-123 133-094
R3 134-057 133-273 133-047
R2 133-207 133-207 133-031
R1 133-103 133-103 133-016 133-070
PP 133-037 133-037 133-037 133-020
S1 132-253 132-253 132-304 132-220
S2 132-187 132-187 132-289
S3 132-017 132-083 132-273
S4 131-167 131-233 132-226
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 136-170 135-270 133-190
R3 135-145 134-245 133-095
R2 134-120 134-120 133-063
R1 133-220 133-220 133-032 133-158
PP 133-095 133-095 133-095 133-064
S1 132-195 132-195 132-288 132-132
S2 132-070 132-070 132-257
S3 131-045 131-170 132-225
S4 130-020 130-145 132-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-315 132-290 1-025 0.8% 0-203 0.5% 9% False True 962,441
10 133-315 132-180 1-135 1.1% 0-240 0.6% 31% False False 1,064,214
20 134-310 132-110 2-200 2.0% 0-242 0.6% 25% False False 1,122,220
40 134-310 130-240 4-070 3.2% 0-190 0.4% 53% False False 573,793
60 134-310 127-210 7-100 5.5% 0-157 0.4% 73% False False 383,026
80 134-310 126-270 8-040 6.1% 0-119 0.3% 76% False False 287,281
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 0-052
Fibonacci Retracements and Extensions
4.250 135-222
2.618 134-265
1.618 134-095
1.000 133-310
0.618 133-245
HIGH 133-140
0.618 133-075
0.500 133-055
0.382 133-035
LOW 132-290
0.618 132-185
1.000 132-120
1.618 132-015
2.618 131-165
4.250 130-208
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 133-055 133-080
PP 133-037 133-053
S1 133-018 133-027

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

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