ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 132-280 132-280 0-000 0.0% 132-150
High 132-280 132-280 0-000 0.0% 132-280
Low 132-280 132-140 -0-140 -0.3% 132-110
Close 132-280 132-140 -0-140 -0.3% 132-140
Range 0-000 0-140 0-140 0-170
ATR 0-098 0-101 0-003 3.0% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 133-287 133-193 132-217
R3 133-147 133-053 132-178
R2 133-007 133-007 132-166
R1 132-233 132-233 132-153 132-210
PP 132-187 132-187 132-187 132-175
S1 132-093 132-093 132-127 132-070
S2 132-047 132-047 132-114
S3 131-227 131-273 132-102
S4 131-087 131-133 132-063
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 134-047 133-263 132-234
R3 133-197 133-093 132-187
R2 133-027 133-027 132-171
R1 132-243 132-243 132-156 132-210
PP 132-177 132-177 132-177 132-160
S1 132-073 132-073 132-124 132-040
S2 132-007 132-007 132-109
S3 131-157 131-223 132-093
S4 130-307 131-053 132-046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-280 132-110 0-170 0.4% 0-028 0.1% 18% True False 1
10 132-280 131-290 0-310 0.7% 0-026 0.1% 55% True False 9
20 133-060 131-290 1-090 1.0% 0-018 0.0% 41% False False 5
40 133-290 130-230 3-060 2.4% 0-016 0.0% 54% 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 25 trading days
Fibonacci Retracements and Extensions
4.250 134-235
2.618 134-007
1.618 133-187
1.000 133-100
0.618 133-047
HIGH 132-280
0.618 132-227
0.500 132-210
0.382 132-193
LOW 132-140
0.618 132-053
1.000 132-000
1.618 131-233
2.618 131-093
4.250 130-185
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 132-210 132-210
PP 132-187 132-187
S1 132-163 132-163

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

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