ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 131-310 132-180 0-190 0.4% 131-170
High 131-310 132-180 0-190 0.4% 131-310
Low 131-310 131-230 -0-080 -0.2% 131-160
Close 131-310 131-230 -0-080 -0.2% 131-310
Range 0-000 0-270 0-270 0-150
ATR 0-070 0-084 0-014 20.6% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 134-170 133-310 132-058
R3 133-220 133-040 131-304
R2 132-270 132-270 131-280
R1 132-090 132-090 131-255 132-045
PP 132-000 132-000 132-000 131-298
S1 131-140 131-140 131-205 131-095
S2 131-050 131-050 131-180
S3 130-100 130-190 131-156
S4 129-150 129-240 131-082
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 133-070 133-020 132-072
R3 132-240 132-190 132-031
R2 132-090 132-090 132-018
R1 132-040 132-040 132-004 132-065
PP 131-260 131-260 131-260 131-272
S1 131-210 131-210 131-296 131-235
S2 131-110 131-110 131-282
S3 130-280 131-060 131-269
S4 130-130 130-230 131-228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-180 131-140 1-040 0.9% 0-054 0.1% 25% True False 2
10 132-180 131-050 1-130 1.1% 0-027 0.1% 40% True False 2
20 132-180 130-000 2-180 1.9% 0-014 0.0% 67% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 136-048
2.618 134-247
1.618 133-297
1.000 133-130
0.618 133-027
HIGH 132-180
0.618 132-077
0.500 132-045
0.382 132-013
LOW 131-230
0.618 131-063
1.000 130-280
1.618 130-113
2.618 129-163
4.250 128-042
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 132-045 132-000
PP 132-000 131-290
S1 131-275 131-260

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

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