ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 133-040 133-170 0-130 0.3% 132-250
High 133-195 133-195 0-000 0.0% 133-085
Low 133-030 133-065 0-035 0.1% 132-175
Close 133-135 133-120 -0-015 0.0% 133-025
Range 0-165 0-130 -0-035 -21.2% 0-230
ATR 0-170 0-167 -0-003 -1.7% 0-000
Volume 970,363 1,250,513 280,150 28.9% 4,753,909
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 134-197 134-128 133-192
R3 134-067 133-318 133-156
R2 133-257 133-257 133-144
R1 133-188 133-188 133-132 133-158
PP 133-127 133-127 133-127 133-111
S1 133-058 133-058 133-108 133-028
S2 132-317 132-317 133-096
S3 132-187 132-248 133-084
S4 132-057 132-118 133-048
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 135-038 134-262 133-152
R3 134-128 134-032 133-088
R2 133-218 133-218 133-067
R1 133-122 133-122 133-046 133-170
PP 132-308 132-308 132-308 133-012
S1 132-212 132-212 133-004 132-260
S2 132-078 132-078 132-303
S3 131-168 131-302 132-282
S4 130-258 131-072 132-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-195 132-175 1-020 0.8% 0-135 0.3% 78% True False 1,071,457
10 133-195 131-275 1-240 1.3% 0-152 0.4% 87% True False 997,599
20 133-195 131-060 2-135 1.8% 0-149 0.3% 90% True False 938,381
40 133-195 127-230 5-285 4.4% 0-181 0.4% 96% True False 991,710
60 133-195 127-230 5-285 4.4% 0-189 0.4% 96% True False 958,953
80 133-195 127-230 5-285 4.4% 0-185 0.4% 96% True False 721,039
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-108
2.618 134-215
1.618 134-085
1.000 134-005
0.618 133-275
HIGH 133-195
0.618 133-145
0.500 133-130
0.382 133-115
LOW 133-065
0.618 132-305
1.000 132-255
1.618 132-175
2.618 132-045
4.250 131-152
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 133-130 133-106
PP 133-127 133-092
S1 133-123 133-078

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

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