ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 131-230 132-030 0-120 0.3% 131-230
High 132-040 132-170 0-130 0.3% 132-170
Low 131-190 131-300 0-110 0.3% 131-060
Close 131-295 132-050 0-075 0.2% 132-050
Range 0-170 0-190 0-020 11.8% 1-110
ATR 0-190 0-191 0-000 0.2% 0-000
Volume 1,091,669 968,279 -123,390 -11.3% 4,933,467
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 133-317 133-213 132-154
R3 133-127 133-023 132-102
R2 132-257 132-257 132-085
R1 132-153 132-153 132-067 132-205
PP 132-067 132-067 132-067 132-092
S1 131-283 131-283 132-033 132-015
S2 131-197 131-197 132-015
S3 131-007 131-093 131-318
S4 130-137 130-223 131-266
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 135-317 135-133 132-286
R3 134-207 134-023 132-168
R2 133-097 133-097 132-129
R1 132-233 132-233 132-089 133-005
PP 131-307 131-307 131-307 132-032
S1 131-123 131-123 132-011 131-215
S2 130-197 130-197 131-291
S3 129-087 130-013 131-252
S4 127-297 128-223 131-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-170 131-060 1-110 1.0% 0-167 0.4% 72% True False 986,693
10 132-170 131-060 1-110 1.0% 0-148 0.3% 72% True False 929,093
20 132-170 128-245 3-245 2.8% 0-189 0.4% 90% True False 1,002,014
40 132-170 127-230 4-260 3.6% 0-203 0.5% 92% True False 1,017,431
60 132-170 127-230 4-260 3.6% 0-194 0.5% 92% True False 771,549
80 132-170 127-230 4-260 3.6% 0-178 0.4% 92% True False 578,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-018
2.618 134-027
1.618 133-157
1.000 133-040
0.618 132-287
HIGH 132-170
0.618 132-097
0.500 132-075
0.382 132-053
LOW 131-300
0.618 131-183
1.000 131-110
1.618 130-313
2.618 130-123
4.250 129-132
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 132-075 132-018
PP 132-067 131-307
S1 132-058 131-275

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

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