ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 134-065 134-195 0-130 0.3% 135-210
High 134-200 134-200 0-000 0.0% 135-270
Low 133-275 134-030 0-075 0.2% 134-015
Close 134-180 134-115 -0-065 -0.2% 134-110
Range 0-245 0-170 -0-075 -30.6% 1-255
ATR 0-220 0-216 -0-004 -1.6% 0-000
Volume 8,761 11,561 2,800 32.0% 181,152
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 135-305 135-220 134-208
R3 135-135 135-050 134-162
R2 134-285 134-285 134-146
R1 134-200 134-200 134-131 134-158
PP 134-115 134-115 134-115 134-094
S1 134-030 134-030 134-099 133-308
S2 133-265 133-265 134-084
S3 133-095 133-180 134-068
S4 132-245 133-010 134-022
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
5 135-005 133-140 1-185 1.2% 0-257 0.6% 58% False False 10,809
10 135-290 133-140 2-150 1.8% 0-242 0.6% 37% False False 37,875
20 135-290 133-040 2-250 2.1% 0-216 0.5% 44% False False 678,239
40 135-290 131-060 4-230 3.5% 0-184 0.4% 67% False False 822,715
60 135-290 127-265 8-025 6.0% 0-192 0.4% 81% False False 890,999
80 135-290 127-230 8-060 6.1% 0-196 0.5% 81% False False 905,651
100 135-290 127-230 8-060 6.1% 0-191 0.4% 81% False False 726,107
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 0-049
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 136-282
2.618 136-005
1.618 135-155
1.000 135-050
0.618 134-305
HIGH 134-200
0.618 134-135
0.500 134-115
0.382 134-095
LOW 134-030
0.618 133-245
1.000 133-180
1.618 133-075
2.618 132-225
4.250 131-268
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 134-115 134-110
PP 134-115 134-105
S1 134-115 134-100

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

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