ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 03-May-2012

Day Change Summary
	Previous	Current
	02-May-2012	03-May-2012	Change	Change %	Previous Week
Open	132-020	132-050	0-030	0.1%	131-230
High	132-130	132-095	-0-035	-0.1%	132-170
Low	131-275	131-295	0-020	0.0%	131-060
Close	132-060	132-060	0-000	0.0%	132-050
Range	0-175	0-120	-0-055	-31.4%	1-110
ATR	0-183	0-178	-0-004	-2.5%	0-000
Volume	955,178	790,348	-164,830	-17.3%	4,933,467

Daily Pivots for day following 03-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-083	133-032	132-126
R3	132-283	132-232	132-093
R2	132-163	132-163	132-082
R1	132-112	132-112	132-071	132-138
PP	132-043	132-043	132-043	132-056
S1	131-312	131-312	132-049	132-018
S2	131-243	131-243	132-038
S3	131-123	131-192	132-027
S4	131-003	131-072	131-314

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	131-275	0-215	0.5%	0-152	0.4%	49%	False	False	821,703
10	132-170	131-060	1-110	1.0%	0-151	0.4%	74%	False	False	877,047
20	132-170	129-125	3-045	2.4%	0-160	0.4%	89%	False	False	928,383
40	132-170	127-230	4-260	3.6%	0-200	0.5%	93%	False	False	1,014,961
60	132-170	127-230	4-260	3.6%	0-192	0.5%	93%	False	False	823,391
80	132-170	127-230	4-260	3.6%	0-183	0.4%	93%	False	False	618,189

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	0-042
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-285
2.618	133-089
1.618	132-289
1.000	132-215
0.618	132-169
HIGH	132-095
0.618	132-049
0.500	132-035
0.382	132-021
LOW	131-295
0.618	131-221
1.000	131-175
1.618	131-101
2.618	130-301
4.250	130-105

Fisher Pivots for day following 03-May-2012
Pivot	1 day	3 day
R1	132-052	132-054
PP	132-043	132-048
S1	132-035	132-042

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