ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 132-210 132-160 -0-050 -0.1% 132-280
High 132-210 132-160 -0-050 -0.1% 132-280
Low 132-210 132-050 -0-160 -0.4% 132-100
Close 132-210 132-130 -0-080 -0.2% 132-220
Range 0-000 0-110 0-110 0-180
ATR 0-097 0-101 0-005 4.7% 0-000
Volume 40 40 0 0.0% 5
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 133-123 133-077 132-190
R3 133-013 132-287 132-160
R2 132-223 132-223 132-150
R1 132-177 132-177 132-140 132-145
PP 132-113 132-113 132-113 132-098
S1 132-067 132-067 132-120 132-035
S2 132-003 132-003 132-110
S3 131-213 131-277 132-100
S4 131-103 131-167 132-070
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
5 132-220 132-050 0-170 0.4% 0-042 0.1% 47% False True 16
10 132-280 132-050 0-230 0.5% 0-021 0.0% 35% False True 8
20 133-290 131-140 2-150 1.9% 0-024 0.1% 39% False False 5
40 133-290 129-230 4-060 3.2% 0-012 0.0% 64% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 133-308
2.618 133-128
1.618 133-018
1.000 132-270
0.618 132-228
HIGH 132-160
0.618 132-118
0.500 132-105
0.382 132-092
LOW 132-050
0.618 131-302
1.000 131-260
1.618 131-192
2.618 131-082
4.250 130-222
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 132-122 132-135
PP 132-113 132-133
S1 132-105 132-132

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

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