ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 132-280 133-010 0-050 0.1% 132-150
High 132-280 133-030 0-070 0.2% 132-280
Low 132-140 133-010 0-190 0.4% 132-110
Close 132-140 133-030 0-210 0.5% 132-140
Range 0-140 0-020 -0-120 -85.7% 0-170
ATR 0-101 0-109 0-008 7.7% 0-000
Volume 1 17 16 1,600.0% 5
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 133-083 133-077 133-041
R3 133-063 133-057 133-036
R2 133-043 133-043 133-034
R1 133-037 133-037 133-032 133-040
PP 133-023 133-023 133-023 133-025
S1 133-017 133-017 133-028 133-020
S2 133-003 133-003 133-026
S3 132-303 132-317 133-024
S4 132-283 132-297 133-019
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
5 133-030 132-110 0-240 0.6% 0-032 0.1% 100% True False 4
10 133-030 131-290 1-060 0.9% 0-028 0.1% 100% True False 7
20 133-030 131-290 1-060 0.9% 0-019 0.0% 100% True False 6
40 133-290 130-230 3-060 2.4% 0-016 0.0% 75% False False 4
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-115
2.618 133-082
1.618 133-062
1.000 133-050
0.618 133-042
HIGH 133-030
0.618 133-022
0.500 133-020
0.382 133-018
LOW 133-010
0.618 132-318
1.000 132-310
1.618 132-298
2.618 132-278
4.250 132-245
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 133-027 132-315
PP 133-023 132-280
S1 133-020 132-245

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

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