ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 132-150 132-280 0-130 0.3% 132-210
High 132-150 132-280 0-130 0.3% 132-210
Low 132-150 132-280 0-130 0.3% 131-290
Close 132-150 132-280 0-130 0.3% 131-290
Range
ATR 0-096 0-098 0-002 2.5% 0-000
Volume 1 1 0 0.0% 89
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 132-280 132-280 132-280
R3 132-280 132-280 132-280
R2 132-280 132-280 132-280
R1 132-280 132-280 132-280 132-280
PP 132-280 132-280 132-280 132-280
S1 132-280 132-280 132-280 132-280
S2 132-280 132-280 132-280
S3 132-280 132-280 132-280
S4 132-280 132-280 132-280
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 134-130 133-290 132-102
R3 133-210 133-050 132-036
R2 132-290 132-290 132-014
R1 132-130 132-130 131-312 132-090
PP 132-050 132-050 132-050 132-030
S1 131-210 131-210 131-268 131-170
S2 131-130 131-130 131-246
S3 130-210 130-290 131-224
S4 129-290 130-050 131-158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-280 131-290 0-310 0.7% 0-000 0.0% 100% True False 1
10 132-280 131-290 0-310 0.7% 0-022 0.1% 100% True False 9
20 133-290 131-290 2-000 1.5% 0-011 0.0% 48% False False 5
40 133-290 130-080 3-210 2.8% 0-012 0.0% 72% False False 3
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
4.250 132-280
2.618 132-280
1.618 132-280
1.000 132-280
0.618 132-280
HIGH 132-280
0.618 132-280
0.500 132-280
0.382 132-280
LOW 132-280
0.618 132-280
1.000 132-280
1.618 132-280
2.618 132-280
4.250 132-280
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 132-280 132-252
PP 132-280 132-223
S1 132-280 132-195

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

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