ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 133-090 133-005 -0-085 -0.2% 133-090
High 133-140 133-190 0-050 0.1% 133-315
Low 132-290 133-000 0-030 0.1% 132-290
Close 133-000 133-180 0-180 0.4% 133-000
Range 0-170 0-190 0-020 11.8% 1-025
ATR 0-213 0-212 -0-002 -0.8% 0-000
Volume 820,228 639,621 -180,607 -22.0% 4,812,208
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 135-053 134-307 133-284
R3 134-183 134-117 133-232
R2 133-313 133-313 133-215
R1 133-247 133-247 133-197 133-280
PP 133-123 133-123 133-123 133-140
S1 133-057 133-057 133-163 133-090
S2 132-253 132-253 133-145
S3 132-063 132-187 133-128
S4 131-193 131-317 133-076
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
5 133-310 132-290 1-020 0.8% 0-192 0.4% 62% False False 928,376
10 133-315 132-290 1-025 0.8% 0-216 0.5% 61% False False 1,006,272
20 134-310 132-160 2-150 1.8% 0-243 0.6% 43% False False 1,120,008
40 134-310 130-240 4-070 3.2% 0-190 0.4% 67% False False 589,728
60 134-310 127-210 7-100 5.5% 0-159 0.4% 81% False False 393,673
80 134-310 126-270 8-040 6.1% 0-121 0.3% 83% False False 295,276
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-038
2.618 135-047
1.618 134-177
1.000 134-060
0.618 133-307
HIGH 133-190
0.618 133-117
0.500 133-095
0.382 133-073
LOW 133-000
0.618 132-203
1.000 132-130
1.618 132-013
2.618 131-143
4.250 130-152
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 133-152 133-147
PP 133-123 133-113
S1 133-095 133-080

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

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