ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 134-215 134-045 -0-170 -0.4% 133-240
High 134-275 134-140 -0-135 -0.3% 135-290
Low 134-015 134-020 0-005 0.0% 133-155
Close 134-060 134-095 0-035 0.1% 135-210
Range 0-260 0-120 -0-140 -53.8% 2-135
ATR 0-205 0-199 -0-006 -3.0% 0-000
Volume 53,439 22,111 -31,328 -58.6% 4,493,055
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 135-125 135-070 134-161
R3 135-005 134-270 134-128
R2 134-205 134-205 134-117
R1 134-150 134-150 134-106 134-178
PP 134-085 134-085 134-085 134-099
S1 134-030 134-030 134-084 134-058
S2 133-285 133-285 134-073
S3 133-165 133-230 134-062
S4 133-045 133-110 134-029
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
5 135-290 134-015 1-275 1.4% 0-227 0.5% 13% False False 64,942
10 135-290 133-105 2-185 1.9% 0-228 0.5% 38% False False 773,391
20 135-290 132-175 3-115 2.5% 0-188 0.4% 52% False False 950,970
40 135-290 131-000 4-290 3.7% 0-171 0.4% 67% False False 938,955
60 135-290 127-230 8-060 6.1% 0-196 0.5% 80% False False 1,003,347
80 135-290 127-230 8-060 6.1% 0-191 0.4% 80% False False 905,840
100 135-290 127-230 8-060 6.1% 0-185 0.4% 80% False False 725,577
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 136-010
2.618 135-134
1.618 135-014
1.000 134-260
0.618 134-214
HIGH 134-140
0.618 134-094
0.500 134-080
0.382 134-066
LOW 134-020
0.618 133-266
1.000 133-220
1.618 133-146
2.618 133-026
4.250 132-150
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 134-090 134-192
PP 134-085 134-160
S1 134-080 134-128

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

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