ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 133-215 134-210 0-315 0.7% 133-195
High 134-250 135-085 0-155 0.4% 133-285
Low 133-210 134-140 0-250 0.6% 133-040
Close 134-215 134-290 0-075 0.2% 133-245
Range 1-040 0-265 -0-095 -26.4% 0-245
ATR 0-182 0-188 0-006 3.2% 0-000
Volume 1,538,361 429,405 -1,108,956 -72.1% 6,399,905
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 137-113 136-307 135-116
R3 136-168 136-042 135-043
R2 135-223 135-223 135-019
R1 135-097 135-097 134-314 135-160
PP 134-278 134-278 134-278 134-310
S1 134-152 134-152 134-266 134-215
S2 134-013 134-013 134-241
S3 133-068 133-207 134-217
S4 132-123 132-262 134-144
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 135-285 135-190 134-060
R3 135-040 134-265 133-312
R2 134-115 134-115 133-290
R1 134-020 134-020 133-267 134-068
PP 133-190 133-190 133-190 133-214
S1 133-095 133-095 133-223 133-142
S2 132-265 132-265 133-200
S3 132-020 132-170 133-178
S4 131-095 131-245 133-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-085 133-105 1-300 1.4% 0-230 0.5% 81% True False 1,481,839
10 135-085 133-040 2-045 1.6% 0-190 0.4% 83% True False 1,318,603
20 135-085 131-295 3-110 2.5% 0-172 0.4% 89% True False 1,178,489
40 135-085 128-245 6-160 4.8% 0-169 0.4% 94% True False 1,064,837
60 135-085 127-230 7-175 5.6% 0-190 0.4% 95% True False 1,069,180
80 135-085 127-230 7-175 5.6% 0-188 0.4% 95% True False 902,387
100 135-085 127-230 7-175 5.6% 0-179 0.4% 95% True False 722,345
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 0-046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-251
2.618 137-139
1.618 136-194
1.000 136-030
0.618 135-249
HIGH 135-085
0.618 134-304
0.500 134-272
0.382 134-241
LOW 134-140
0.618 133-296
1.000 133-195
1.618 133-031
2.618 132-086
4.250 130-294
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 134-284 134-233
PP 134-278 134-177
S1 134-272 134-120

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

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