ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 132-140 132-120 -0-020 0.0% 132-280
High 132-140 132-220 0-080 0.2% 132-280
Low 132-140 132-120 -0-020 0.0% 132-100
Close 132-140 132-220 0-080 0.2% 132-220
Range 0-000 0-100 0-100 0-180
ATR 0-104 0-103 0-000 -0.2% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 133-167 133-133 132-275
R3 133-067 133-033 132-248
R2 132-287 132-287 132-238
R1 132-253 132-253 132-229 132-270
PP 132-187 132-187 132-187 132-195
S1 132-153 132-153 132-211 132-170
S2 132-087 132-087 132-202
S3 131-307 132-053 132-192
S4 131-207 131-273 132-165
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 134-100 134-020 132-319
R3 133-240 133-160 132-270
R2 133-060 133-060 132-253
R1 132-300 132-300 132-236 132-250
PP 132-200 132-200 132-200 132-175
S1 132-120 132-120 132-204 132-070
S2 132-020 132-020 132-187
S3 131-160 131-260 132-170
S4 130-300 131-080 132-121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-280 132-100 0-180 0.4% 0-020 0.0% 67% False False 1
10 133-060 132-100 0-280 0.7% 0-010 0.0% 43% False False 1
20 133-290 131-140 2-150 1.9% 0-018 0.0% 51% False False 1
40 133-290 129-230 4-060 3.2% 0-009 0.0% 71% False False 1
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 15 trading days
Fibonacci Retracements and Extensions
4.250 134-005
2.618 133-162
1.618 133-062
1.000 133-000
0.618 132-282
HIGH 132-220
0.618 132-182
0.500 132-170
0.382 132-158
LOW 132-120
0.618 132-058
1.000 132-020
1.618 131-278
2.618 131-178
4.250 131-015
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 132-203 132-203
PP 132-187 132-187
S1 132-170 132-170

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

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