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

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