ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 133-150 133-135 -0-015 0.0% 132-250
High 133-190 133-260 0-070 0.2% 133-085
Low 133-005 133-050 0-045 0.1% 132-175
Close 133-135 133-245 0-110 0.3% 133-025
Range 0-185 0-210 0-025 13.5% 0-230
ATR 0-169 0-172 0-003 1.8% 0-000
Volume 1,362,939 1,319,020 -43,919 -3.2% 4,753,909
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 135-175 135-100 134-040
R3 134-285 134-210 133-303
R2 134-075 134-075 133-284
R1 134-000 134-000 133-264 134-038
PP 133-185 133-185 133-185 133-204
S1 133-110 133-110 133-226 133-148
S2 132-295 132-295 133-206
S3 132-085 132-220 133-187
S4 131-195 132-010 133-130
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
5 133-260 132-280 0-300 0.7% 0-155 0.4% 95% True False 1,133,782
10 133-260 131-315 1-265 1.4% 0-162 0.4% 97% True False 1,091,243
20 133-260 131-060 2-200 2.0% 0-156 0.4% 98% True False 984,145
40 133-260 128-130 5-130 4.0% 0-179 0.4% 99% True False 1,001,985
60 133-260 127-230 6-030 4.6% 0-189 0.4% 99% True False 1,002,603
80 133-260 127-230 6-030 4.6% 0-186 0.4% 99% True False 754,552
100 133-260 127-230 6-030 4.6% 0-169 0.4% 99% True False 603,677
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 0-036
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 136-192
2.618 135-170
1.618 134-280
1.000 134-150
0.618 134-070
HIGH 133-260
0.618 133-180
0.500 133-155
0.382 133-130
LOW 133-050
0.618 132-240
1.000 132-160
1.618 132-030
2.618 131-140
4.250 130-118
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 133-215 133-208
PP 133-185 133-170
S1 133-155 133-132

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

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