ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 133-170 133-150 -0-020 0.0% 132-250
High 133-195 133-190 -0-005 0.0% 133-085
Low 133-065 133-005 -0-060 -0.1% 132-175
Close 133-120 133-135 0-015 0.0% 133-025
Range 0-130 0-185 0-055 42.3% 0-230
ATR 0-167 0-169 0-001 0.8% 0-000
Volume 1,250,513 1,362,939 112,426 9.0% 4,753,909
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 135-025 134-265 133-237
R3 134-160 134-080 133-186
R2 133-295 133-295 133-169
R1 133-215 133-215 133-152 133-162
PP 133-110 133-110 133-110 133-084
S1 133-030 133-030 133-118 132-298
S2 132-245 132-245 133-101
S3 132-060 132-165 133-084
S4 131-195 131-300 133-033
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% 0-144 0.3% 82% False False 1,101,730
10 133-195 131-295 1-220 1.3% 0-152 0.4% 89% False False 1,038,376
20 133-195 131-060 2-135 1.8% 0-152 0.4% 92% False False 967,190
40 133-195 127-265 5-250 4.3% 0-180 0.4% 97% False False 997,379
60 133-195 127-230 5-285 4.4% 0-189 0.4% 97% False False 981,455
80 133-195 127-230 5-285 4.4% 0-185 0.4% 97% False False 738,073
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 0-032
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 136-016
2.618 135-034
1.618 134-169
1.000 134-055
0.618 133-304
HIGH 133-190
0.618 133-119
0.500 133-098
0.382 133-076
LOW 133-005
0.618 132-211
1.000 132-140
1.618 132-026
2.618 131-161
4.250 130-179
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 133-122 133-123
PP 133-110 133-112
S1 133-098 133-100

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

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