ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 130-200 131-120 0-240 0.6% 130-170
High 131-140 131-120 -0-020 0.0% 131-140
Low 130-200 131-010 0-130 0.3% 130-090
Close 131-100 131-110 0-010 0.0% 131-100
Range 0-260 0-110 -0-150 -57.7% 1-050
ATR 0-116 0-116 0-000 -0.4% 0-000
Volume 481 412 -69 -14.3% 1,548
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 132-090 132-050 131-170
R3 131-300 131-260 131-140
R2 131-190 131-190 131-130
R1 131-150 131-150 131-120 131-115
PP 131-080 131-080 131-080 131-062
S1 131-040 131-040 131-100 131-005
S2 130-290 130-290 131-090
S3 130-180 130-250 131-080
S4 130-070 130-140 131-050
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 134-153 134-017 131-304
R3 133-103 132-287 131-202
R2 132-053 132-053 131-168
R1 131-237 131-237 131-134 131-305
PP 131-003 131-003 131-003 131-038
S1 130-187 130-187 131-066 130-255
S2 129-273 129-273 131-032
S3 128-223 129-137 130-318
S4 127-173 128-087 130-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-140 130-090 1-050 0.9% 0-130 0.3% 92% False False 390
10 131-140 130-000 1-140 1.1% 0-093 0.2% 93% False False 207
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-268
2.618 132-088
1.618 131-298
1.000 131-230
0.618 131-188
HIGH 131-120
0.618 131-078
0.500 131-065
0.382 131-052
LOW 131-010
0.618 130-262
1.000 130-220
1.618 130-152
2.618 130-042
4.250 129-182
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 131-095 131-077
PP 131-080 131-043
S1 131-065 131-010

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

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