ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 133-005 133-190 0-185 0.4% 133-090
High 133-190 133-205 0-015 0.0% 133-315
Low 133-000 133-065 0-065 0.2% 132-290
Close 133-180 133-140 -0-040 -0.1% 133-000
Range 0-190 0-140 -0-050 -26.3% 1-025
ATR 0-212 0-207 -0-005 -2.4% 0-000
Volume 639,621 886,764 247,143 38.6% 4,812,208
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 134-237 134-168 133-217
R3 134-097 134-028 133-178
R2 133-277 133-277 133-166
R1 133-208 133-208 133-153 133-172
PP 133-137 133-137 133-137 133-119
S1 133-068 133-068 133-127 133-032
S2 132-317 132-317 133-114
S3 132-177 132-248 133-102
S4 132-037 132-108 133-063
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
5 133-205 132-290 0-235 0.6% 0-177 0.4% 72% True False 920,713
10 133-315 132-290 1-025 0.8% 0-204 0.5% 49% False False 971,364
20 134-310 132-180 2-130 1.8% 0-240 0.6% 36% False False 1,136,889
40 134-310 130-240 4-070 3.2% 0-192 0.4% 64% False False 611,827
60 134-310 127-210 7-100 5.5% 0-162 0.4% 79% False False 408,452
80 134-310 126-270 8-040 6.1% 0-123 0.3% 81% False False 306,361
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 135-160
2.618 134-252
1.618 134-112
1.000 134-025
0.618 133-292
HIGH 133-205
0.618 133-152
0.500 133-135
0.382 133-118
LOW 133-065
0.618 132-298
1.000 132-245
1.618 132-158
2.618 132-018
4.250 131-110
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 133-138 133-122
PP 133-137 133-105
S1 133-135 133-088

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

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