ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 22-May-2012

Day Change Summary
	Previous	Current
	21-May-2012	22-May-2012	Change	Change %	Previous Week
Open	133-195	133-185	-0-010	0.0%	133-040
High	133-240	133-185	-0-055	-0.1%	133-270
Low	133-115	133-040	-0-075	-0.2%	133-005
Close	133-200	133-100	-0-100	-0.2%	133-260
Range	0-125	0-145	0-020	16.0%	0-265
ATR	0-166	0-165	0-000	-0.3%	0-000
Volume	803,215	1,197,147	393,932	49.0%	6,033,421

Daily Pivots for day following 22-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-223	134-147	133-180
R3	134-078	134-002	133-140
R2	133-253	133-253	133-127
R1	133-177	133-177	133-113	133-142
PP	133-108	133-108	133-108	133-091
S1	133-032	133-032	133-087	132-318
S2	132-283	132-283	133-073
S3	132-138	132-207	133-060
S4	131-313	132-062	133-020

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-013	135-242	134-086
R3	135-068	134-297	134-013
R2	134-123	134-123	133-309
R1	134-032	134-032	133-284	134-078
PP	133-178	133-178	133-178	133-201
S1	133-087	133-087	133-236	133-132
S2	132-233	132-233	133-211
S3	131-288	132-142	133-187
S4	131-023	131-197	133-114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-270	133-005	0-265	0.6%	0-156	0.4%	36%	False	False	1,162,581
10	133-270	132-175	1-095	1.0%	0-146	0.3%	59%	False	False	1,117,019
20	133-270	131-060	2-210	2.0%	0-156	0.4%	80%	False	False	1,023,838
40	133-270	128-245	5-025	3.8%	0-173	0.4%	90%	False	False	1,005,959
60	133-270	127-230	6-040	4.6%	0-188	0.4%	91%	False	False	1,027,670
80	133-270	127-230	6-040	4.6%	0-182	0.4%	91%	False	False	793,630
100	133-270	127-230	6-040	4.6%	0-170	0.4%	91%	False	False	634,986

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-033
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-161
2.618	134-245
1.618	134-100
1.000	134-010
0.618	133-275
HIGH	133-185
0.618	133-130
0.500	133-112
0.382	133-095
LOW	133-040
0.618	132-270
1.000	132-215
1.618	132-125
2.618	131-300
4.250	131-064

Fisher Pivots for day following 22-May-2012
Pivot	1 day	3 day
R1	133-112	133-155
PP	133-108	133-137
S1	133-104	133-118

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