ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 131-050 131-170 0-120 0.3% 130-230
High 131-050 131-170 0-120 0.3% 131-050
Low 131-050 131-170 0-120 0.3% 130-230
Close 131-050 131-170 0-120 0.3% 131-050
Range
ATR 0-060 0-064 0-004 7.2% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 131-170 131-170 131-170
R3 131-170 131-170 131-170
R2 131-170 131-170 131-170
R1 131-170 131-170 131-170 131-170
PP 131-170 131-170 131-170 131-170
S1 131-170 131-170 131-170 131-170
S2 131-170 131-170 131-170
S3 131-170 131-170 131-170
S4 131-170 131-170 131-170
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 132-103 132-057 131-127
R3 131-283 131-237 131-088
R2 131-143 131-143 131-076
R1 131-097 131-097 131-063 131-120
PP 131-003 131-003 131-003 131-015
S1 130-277 130-277 131-037 130-300
S2 130-183 130-183 131-024
S3 130-043 130-137 131-012
S4 129-223 129-317 130-293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-170 130-270 0-220 0.5% 0-000 0.0% 100% True False 2
10 131-170 130-000 1-170 1.2% 0-000 0.0% 100% True False 2
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 0-000
Fibonacci Retracements and Extensions
4.250 131-170
2.618 131-170
1.618 131-170
1.000 131-170
0.618 131-170
HIGH 131-170
0.618 131-170
0.500 131-170
0.382 131-170
LOW 131-170
0.618 131-170
1.000 131-170
1.618 131-170
2.618 131-170
4.250 131-170
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 131-170 131-133
PP 131-170 131-097
S1 131-170 131-060

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

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