ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 130-070 130-190 0-120 0.3% 129-300
High 130-160 130-210 0-050 0.1% 130-180
Low 130-060 130-180 0-120 0.3% 129-300
Close 130-140 130-210 0-070 0.2% 130-120
Range 0-100 0-030 -0-070 -70.0% 0-200
ATR 0-132 0-128 -0-004 -3.4% 0-000
Volume 1,578 4,875 3,297 208.9% 4,950
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 130-290 130-280 130-226
R3 130-260 130-250 130-218
R2 130-230 130-230 130-216
R1 130-220 130-220 130-213 130-225
PP 130-200 130-200 130-200 130-202
S1 130-190 130-190 130-207 130-195
S2 130-170 130-170 130-204
S3 130-140 130-160 130-202
S4 130-110 130-130 130-194
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
5 130-230 130-060 0-170 0.4% 0-060 0.1% 88% False False 2,116
10 130-230 129-180 1-050 0.9% 0-085 0.2% 95% False False 1,543
20 130-230 127-210 3-020 2.3% 0-064 0.2% 98% False False 888
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-013
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 131-018
2.618 130-289
1.618 130-259
1.000 130-240
0.618 130-229
HIGH 130-210
0.618 130-199
0.500 130-195
0.382 130-191
LOW 130-180
0.618 130-161
1.000 130-150
1.618 130-131
2.618 130-101
4.250 130-052
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 130-205 130-185
PP 130-200 130-160
S1 130-195 130-135

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

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