ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 130-040 130-170 0-130 0.3% 130-090
High 130-140 130-170 0-030 0.1% 130-140
Low 130-040 130-170 0-130 0.3% 130-000
Close 130-140 130-170 0-030 0.1% 130-140
Range 0-100 0-000 -0-100 -100.0% 0-140
ATR
Volume 8 6 -2 -25.0% 116
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 130-170 130-170 130-170
R3 130-170 130-170 130-170
R2 130-170 130-170 130-170
R1 130-170 130-170 130-170 130-170
PP 130-170 130-170 130-170 130-170
S1 130-170 130-170 130-170 130-170
S2 130-170 130-170 130-170
S3 130-170 130-170 130-170
S4 130-170 130-170 130-170
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 131-193 131-147 130-217
R3 131-053 131-007 130-178
R2 130-233 130-233 130-166
R1 130-187 130-187 130-153 130-210
PP 130-093 130-093 130-093 130-105
S1 130-047 130-047 130-127 130-070
S2 129-273 129-273 130-114
S3 129-133 129-227 130-102
S4 128-313 129-087 130-063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-170 130-000 0-170 0.4% 0-056 0.1% 100% True False 24
10 130-240 129-130 1-110 1.0% 0-066 0.2% 84% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-005
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 130-170
2.618 130-170
1.618 130-170
1.000 130-170
0.618 130-170
HIGH 130-170
0.618 130-170
0.500 130-170
0.382 130-170
LOW 130-170
0.618 130-170
1.000 130-170
1.618 130-170
2.618 130-170
4.250 130-170
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 130-170 130-145
PP 130-170 130-120
S1 130-170 130-095

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

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