ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 07-May-2012

Day Change Summary
	Previous	Current
	04-May-2012	07-May-2012	Change	Change %	Previous Week
Open	131-020	131-240	0-220	0.5%	130-310
High	131-200	131-290	0-090	0.2%	131-200
Low	130-290	131-160	0-190	0.5%	130-240
Close	131-180	131-180	0-000	0.0%	131-180
Range	0-230	0-130	-0-100	-43.5%	0-280
ATR	0-140	0-139	-0-001	-0.5%	0-000
Volume	2,890	3,962	1,072	37.1%	12,392

Daily Pivots for day following 07-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-280	132-200	131-252
R3	132-150	132-070	131-216
R2	132-020	132-020	131-204
R1	131-260	131-260	131-192	131-235
PP	131-210	131-210	131-210	131-198
S1	131-130	131-130	131-168	131-105
S2	131-080	131-080	131-156
S3	130-270	131-000	131-144
S4	130-140	130-190	131-108

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-300	133-200	132-014
R3	133-020	132-240	131-257
R2	132-060	132-060	131-231
R1	131-280	131-280	131-206	132-010
PP	131-100	131-100	131-100	131-125
S1	131-000	131-000	131-154	131-050
S2	130-140	130-140	131-129
S3	129-180	130-040	131-103
S4	128-220	129-080	131-026

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-290	130-240	1-050	0.9%	0-150	0.4%	70%	True	False	2,709
10	131-290	130-050	1-240	1.3%	0-145	0.3%	80%	True	False	2,758
20	131-290	129-300	1-310	1.5%	0-116	0.3%	83%	True	False	2,328
40	131-290	126-270	5-020	3.8%	0-072	0.2%	93%	True	False	1,233

Crabel Price Patterns
NR	True
NR4	False
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	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-202
2.618	132-310
1.618	132-180
1.000	132-100
0.618	132-050
HIGH	131-290
0.618	131-240
0.500	131-225
0.382	131-210
LOW	131-160
0.618	131-080
1.000	131-030
1.618	130-270
2.618	130-140
4.250	129-248

Fisher Pivots for day following 07-May-2012
Pivot	1 day	3 day
R1	131-225	131-160
PP	131-210	131-140
S1	131-195	131-120

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols