ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 130-020 130-100 0-080 0.2% 129-300
High 130-080 130-140 0-060 0.1% 130-180
Low 129-310 130-070 0-080 0.2% 129-300
Close 130-000 130-120 0-120 0.3% 130-120
Range 0-090 0-070 -0-020 -22.2% 0-200
ATR 0-139 0-139 0-000 0.1% 0-000
Volume 1,018 469 -549 -53.9% 4,950
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 131-000 130-290 130-158
R3 130-250 130-220 130-139
R2 130-180 130-180 130-133
R1 130-150 130-150 130-126 130-165
PP 130-110 130-110 130-110 130-118
S1 130-080 130-080 130-114 130-095
S2 130-040 130-040 130-107
S3 129-290 130-010 130-101
S4 129-220 129-260 130-082
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 132-053 131-287 130-230
R3 131-173 131-087 130-175
R2 130-293 130-293 130-157
R1 130-207 130-207 130-138 130-250
PP 130-093 130-093 130-093 130-115
S1 130-007 130-007 130-102 130-050
S2 129-213 129-213 130-083
S3 129-013 129-127 130-065
S4 128-133 128-247 130-010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-180 129-300 0-200 0.5% 0-104 0.2% 70% False False 990
10 130-180 127-210 2-290 2.2% 0-098 0.2% 94% False False 595
20 130-180 126-270 3-230 2.9% 0-055 0.1% 95% False False 383
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131-118
2.618 131-003
1.618 130-253
1.000 130-210
0.618 130-183
HIGH 130-140
0.618 130-113
0.500 130-105
0.382 130-097
LOW 130-070
0.618 130-027
1.000 130-000
1.618 129-277
2.618 129-207
4.250 129-092
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 130-115 130-108
PP 130-110 130-097
S1 130-105 130-085

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

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