ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 134-195 134-140 -0-055 -0.1% 133-300
High 134-200 134-245 0-045 0.1% 134-250
Low 134-030 134-110 0-080 0.2% 133-140
Close 134-115 134-195 0-080 0.2% 134-195
Range 0-170 0-135 -0-035 -20.6% 1-110
ATR 0-216 0-210 -0-006 -2.7% 0-000
Volume 11,561 5,648 -5,913 -51.1% 46,724
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 135-268 135-207 134-269
R3 135-133 135-072 134-232
R2 134-318 134-318 134-220
R1 134-257 134-257 134-207 134-288
PP 134-183 134-183 134-183 134-199
S1 134-122 134-122 134-183 134-152
S2 134-048 134-048 134-170
S3 133-233 133-307 134-158
S4 133-098 133-172 134-121
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 138-098 137-257 135-112
R3 136-308 136-147 134-313
R2 135-198 135-198 134-274
R1 135-037 135-037 134-234 135-118
PP 134-088 134-088 134-088 134-129
S1 133-247 133-247 134-156 134-008
S2 132-298 132-298 134-116
S3 131-188 132-137 134-077
S4 130-078 131-027 133-278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-250 133-140 1-110 1.0% 0-240 0.6% 87% False False 9,344
10 135-270 133-140 2-130 1.8% 0-224 0.5% 49% False False 22,787
20 135-290 133-040 2-250 2.1% 0-212 0.5% 53% False False 612,571
40 135-290 131-060 4-230 3.5% 0-184 0.4% 73% False False 798,358
60 135-290 128-130 7-160 5.6% 0-190 0.4% 83% False False 872,180
80 135-290 127-230 8-060 6.1% 0-195 0.5% 84% False False 905,095
100 135-290 127-230 8-060 6.1% 0-191 0.4% 84% False False 726,156
120 135-290 127-230 8-060 6.1% 0-176 0.4% 84% False False 605,160
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 0-048
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 136-179
2.618 135-278
1.618 135-143
1.000 135-060
0.618 135-008
HIGH 134-245
0.618 134-193
0.500 134-178
0.382 134-162
LOW 134-110
0.618 134-027
1.000 133-295
1.618 133-212
2.618 133-077
4.250 132-176
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 134-189 134-163
PP 134-183 134-132
S1 134-178 134-100

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

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