ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary
Previous Current
02-Apr-2012 03-Apr-2012 Change Change % Previous Week
Open 129-140 129-245 0-105 0.3% 128-315
High 129-300 130-020 0-040 0.1% 130-020
Low 129-055 128-260 -0-115 -0.3% 128-200
Close 129-225 128-295 -0-250 -0.6% 129-155
Range 0-245 1-080 0-155 63.3% 1-140
ATR 0-216 0-229 0-013 6.1% 0-000
Volume 968,716 1,324,940 356,224 36.8% 4,973,777
Daily Pivots for day following 03-Apr-2012
Classic Woodie Camarilla DeMark
R4 133-005 132-070 129-195
R3 131-245 130-310 129-085
R2 130-165 130-165 129-048
R1 129-230 129-230 129-012 129-158
PP 129-085 129-085 129-085 129-049
S1 128-150 128-150 128-258 128-078
S2 128-005 128-005 128-222
S3 126-245 127-070 128-185
S4 125-165 125-310 128-075
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 133-225 133-010 130-088
R3 132-085 131-190 129-282
R2 130-265 130-265 129-239
R1 130-050 130-050 129-197 130-158
PP 129-125 129-125 129-125 129-179
S1 128-230 128-230 129-113 129-018
S2 127-305 127-305 129-071
S3 126-165 127-090 129-028
S4 125-025 125-270 128-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-020 128-260 1-080 1.0% 0-247 0.6% 9% True True 1,085,752
10 130-020 127-265 2-075 1.7% 0-234 0.6% 49% True False 1,048,773
20 131-135 127-230 3-225 2.9% 0-232 0.6% 32% False False 1,077,867
40 131-195 127-230 3-285 3.0% 0-206 0.5% 31% False False 739,938
60 132-050 127-230 4-140 3.4% 0-186 0.5% 27% False False 494,018
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 0-058
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 135-120
2.618 133-107
1.618 132-027
1.000 131-100
0.618 130-267
HIGH 130-020
0.618 129-187
0.500 129-140
0.382 129-093
LOW 128-260
0.618 128-013
1.000 127-180
1.618 126-253
2.618 125-173
4.250 123-160
Fisher Pivots for day following 03-Apr-2012
Pivot 1 day 3 day
R1 129-140 129-140
PP 129-085 129-085
S1 129-030 129-030

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

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