ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 135-210 135-035 -0-175 -0.4% 133-240
High 135-270 135-050 -0-220 -0.5% 135-290
Low 134-315 134-200 -0-115 -0.3% 133-155
Close 135-000 134-255 -0-065 -0.2% 135-210
Range 0-275 0-170 -0-105 -38.2% 2-135
ATR 0-203 0-201 -0-002 -1.2% 0-000
Volume 52,531 40,101 -12,430 -23.7% 4,493,055
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 136-145 136-050 135-028
R3 135-295 135-200 134-302
R2 135-125 135-125 134-286
R1 135-030 135-030 134-271 134-312
PP 134-275 134-275 134-275 134-256
S1 134-180 134-180 134-239 134-142
S2 134-105 134-105 134-224
S3 133-255 134-010 134-208
S4 133-085 133-160 134-162
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 142-090 141-125 136-316
R3 139-275 138-310 136-103
R2 137-140 137-140 136-032
R1 136-175 136-175 135-281 136-318
PP 135-005 135-005 135-005 135-076
S1 134-040 134-040 135-139 134-182
S2 132-190 132-190 135-068
S3 130-055 131-225 134-317
S4 127-240 129-090 134-104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-290 133-210 2-080 1.7% 0-276 0.6% 51% False False 443,385
10 135-290 133-040 2-250 2.1% 0-221 0.5% 60% False False 1,018,237
20 135-290 132-175 3-115 2.5% 0-184 0.4% 67% False False 1,057,102
40 135-290 130-295 4-315 3.7% 0-171 0.4% 78% False False 998,032
60 135-290 127-230 8-060 6.1% 0-196 0.5% 86% False False 1,031,331
80 135-290 127-230 8-060 6.1% 0-191 0.4% 86% False False 905,066
100 135-290 127-230 8-060 6.1% 0-185 0.4% 86% False False 724,830
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-040
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 137-132
2.618 136-175
1.618 136-005
1.000 135-220
0.618 135-155
HIGH 135-050
0.618 134-305
0.500 134-285
0.382 134-265
LOW 134-200
0.618 134-095
1.000 134-030
1.618 133-245
2.618 133-075
4.250 132-118
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 134-285 135-085
PP 134-275 135-035
S1 134-265 134-305

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

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