ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 130-190 130-170 -0-020 0.0% 130-190
High 130-210 130-180 -0-030 -0.1% 130-230
Low 130-180 130-120 -0-060 -0.1% 130-060
Close 130-210 130-180 -0-030 -0.1% 130-180
Range 0-030 0-060 0-030 100.0% 0-170
ATR 0-128 0-125 -0-003 -2.1% 0-000
Volume 4,875 3,595 -1,280 -26.3% 13,708
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 131-020 131-000 130-213
R3 130-280 130-260 130-196
R2 130-220 130-220 130-191
R1 130-200 130-200 130-186 130-210
PP 130-160 130-160 130-160 130-165
S1 130-140 130-140 130-174 130-150
S2 130-100 130-100 130-169
S3 130-040 130-080 130-164
S4 129-300 130-020 130-147
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 132-027 131-273 130-274
R3 131-177 131-103 130-227
R2 131-007 131-007 130-211
R1 130-253 130-253 130-196 130-205
PP 130-157 130-157 130-157 130-132
S1 130-083 130-083 130-164 130-035
S2 129-307 129-307 130-149
S3 129-137 129-233 130-133
S4 128-287 129-063 130-086
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% 0-058 0.1% 71% False False 2,741
10 130-230 129-300 0-250 0.6% 0-081 0.2% 80% False False 1,865
20 130-230 127-210 3-020 2.3% 0-068 0.2% 95% False False 1,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-115
2.618 131-017
1.618 130-277
1.000 130-240
0.618 130-217
HIGH 130-180
0.618 130-157
0.500 130-150
0.382 130-143
LOW 130-120
0.618 130-083
1.000 130-060
1.618 130-023
2.618 129-283
4.250 129-185
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 130-170 130-165
PP 130-160 130-150
S1 130-150 130-135

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

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