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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols