ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 08-Jun-2012

Day Change Summary
	Previous	Current
	07-Jun-2012	08-Jun-2012	Change	Change %	Previous Week
Open	134-045	134-125	0-080	0.2%	135-210
High	134-140	135-005	0-185	0.4%	135-270
Low	134-020	134-105	0-085	0.2%	134-015
Close	134-095	134-110	0-015	0.0%	134-110
Range	0-120	0-220	0-100	83.3%	1-255
ATR	0-199	0-201	0-002	1.1%	0-000
Volume	22,111	12,970	-9,141	-41.3%	181,152

Daily Pivots for day following 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-200	136-055	134-231
R3	135-300	135-155	134-170
R2	135-080	135-080	134-150
R1	134-255	134-255	134-130	134-218
PP	134-180	134-180	134-180	134-161
S1	134-035	134-035	134-090	133-318
S2	133-280	133-280	134-070
S3	133-060	133-135	134-050
S4	132-160	132-235	133-309

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	140-043	139-012	135-106
R3	138-108	137-077	134-268
R2	136-173	136-173	134-215
R1	135-142	135-142	134-163	135-030
PP	134-238	134-238	134-238	134-182
S1	133-207	133-207	134-057	133-095
S2	132-303	132-303	134-005
S3	131-048	131-272	133-272
S4	129-113	130-017	133-114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-270	134-015	1-255	1.3%	0-209	0.5%	17%	False	False	36,230
10	135-290	133-105	2-185	1.9%	0-233	0.5%	39%	False	False	589,248
20	135-290	132-280	3-010	2.3%	0-191	0.4%	48%	False	False	893,680
40	135-290	131-035	4-255	3.6%	0-172	0.4%	67%	False	False	911,652
60	135-290	127-230	8-060	6.1%	0-192	0.4%	81%	False	False	974,595
80	135-290	127-230	8-060	6.1%	0-192	0.4%	81%	False	False	905,918
100	135-290	127-230	8-060	6.1%	0-186	0.4%	81%	False	False	725,703

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	0-040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137-300
2.618	136-261
1.618	136-041
1.000	135-225
0.618	135-141
HIGH	135-005
0.618	134-241
0.500	134-215
0.382	134-189
LOW	134-105
0.618	133-289
1.000	133-205
1.618	133-069
2.618	132-169
4.250	131-130

Fisher Pivots for day following 08-Jun-2012
Pivot	1 day	3 day
R1	134-215	134-170
PP	134-180	134-150
S1	134-145	134-130

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