ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 130-100 130-190 0-090 0.2% 129-300
High 130-140 130-230 0-090 0.2% 130-180
Low 130-070 130-170 0-100 0.2% 129-300
Close 130-120 130-170 0-050 0.1% 130-120
Range 0-070 0-060 -0-010 -14.3% 0-200
ATR 0-139 0-137 -0-002 -1.5% 0-000
Volume 469 3,014 2,545 542.6% 4,950
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 131-050 131-010 130-203
R3 130-310 130-270 130-186
R2 130-250 130-250 130-181
R1 130-210 130-210 130-176 130-200
PP 130-190 130-190 130-190 130-185
S1 130-150 130-150 130-164 130-140
S2 130-130 130-130 130-159
S3 130-070 130-090 130-154
S4 130-010 130-030 130-137
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
5 130-230 129-300 0-250 0.6% 0-114 0.3% 76% True False 1,583
10 130-230 127-210 3-020 2.3% 0-103 0.2% 94% True False 897
20 130-230 126-270 3-280 3.0% 0-058 0.1% 95% True False 533
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 0-010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131-165
2.618 131-067
1.618 131-007
1.000 130-290
0.618 130-267
HIGH 130-230
0.618 130-207
0.500 130-200
0.382 130-193
LOW 130-170
0.618 130-133
1.000 130-110
1.618 130-073
2.618 130-013
4.250 129-235
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 130-200 130-150
PP 130-190 130-130
S1 130-180 130-110

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

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