ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 132-050 132-040 -0-010 0.0% 132-045
High 132-095 132-225 0-130 0.3% 132-225
Low 131-295 131-315 0-020 0.0% 131-275
Close 132-060 132-205 0-145 0.3% 132-205
Range 0-120 0-230 0-110 91.7% 0-270
ATR 0-178 0-182 0-004 2.1% 0-000
Volume 790,348 1,255,688 465,340 58.9% 4,395,924
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 134-192 134-108 133-012
R3 133-282 133-198 132-268
R2 133-052 133-052 132-247
R1 132-288 132-288 132-226 133-010
PP 132-142 132-142 132-142 132-162
S1 132-058 132-058 132-184 132-100
S2 131-232 131-232 132-163
S3 131-002 131-148 132-142
S4 130-092 130-238 132-078
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 134-298 134-202 133-034
R3 134-028 133-252 132-279
R2 133-078 133-078 132-254
R1 132-302 132-302 132-230 133-030
PP 132-128 132-128 132-128 132-152
S1 132-032 132-032 132-180 132-080
S2 131-178 131-178 132-156
S3 130-228 131-082 132-131
S4 129-278 130-132 132-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-225 131-275 0-270 0.6% 0-160 0.4% 93% True False 879,184
10 132-225 131-060 1-165 1.1% 0-164 0.4% 96% True False 932,939
20 132-225 130-285 1-260 1.4% 0-158 0.4% 97% True False 935,425
40 132-225 127-230 4-315 3.8% 0-202 0.5% 99% True False 1,026,883
60 132-225 127-230 4-315 3.8% 0-194 0.5% 99% True False 844,138
80 132-225 127-230 4-315 3.8% 0-185 0.4% 99% True False 633,885
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 135-242
2.618 134-187
1.618 133-277
1.000 133-135
0.618 133-047
HIGH 132-225
0.618 132-137
0.500 132-110
0.382 132-083
LOW 131-315
0.618 131-173
1.000 131-085
1.618 130-263
2.618 130-033
4.250 128-298
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 132-173 132-167
PP 132-142 132-128
S1 132-110 132-090

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

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