ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 10-May-2012

Day Change Summary
	Previous	Current
	09-May-2012	10-May-2012	Change	Change %	Previous Week
Open	131-280	131-290	0-010	0.0%	130-310
High	132-060	131-290	-0-090	-0.2%	131-200
Low	131-250	131-140	-0-110	-0.3%	130-240
Close	131-260	131-220	-0-040	-0.1%	131-180
Range	0-130	0-150	0-020	15.4%	0-280
ATR	0-138	0-139	0-001	0.6%	0-000
Volume	5,936	5,356	-580	-9.8%	12,392

Daily Pivots for day following 10-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-027	132-273	131-302
R3	132-197	132-123	131-261
R2	132-047	132-047	131-248
R1	131-293	131-293	131-234	131-255
PP	131-217	131-217	131-217	131-198
S1	131-143	131-143	131-206	131-105
S2	131-067	131-067	131-192
S3	130-237	130-313	131-179
S4	130-087	130-163	131-138

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	132-060	130-290	1-090	1.0%	0-154	0.4%	61%	False	False	4,870
10	132-060	130-240	1-140	1.1%	0-141	0.3%	65%	False	False	3,607
20	132-060	130-050	2-010	1.5%	0-114	0.3%	75%	False	False	2,981
40	132-060	126-270	5-110	4.1%	0-083	0.2%	91%	False	False	1,670

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-028
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-288
2.618	133-043
1.618	132-213
1.000	132-120
0.618	132-063
HIGH	131-290
0.618	131-233
0.500	131-215
0.382	131-197
LOW	131-140
0.618	131-047
1.000	130-310
1.618	130-217
2.618	130-067
4.250	129-142

Fisher Pivots for day following 10-May-2012
Pivot	1 day	3 day
R1	131-218	131-260
PP	131-217	131-247
S1	131-215	131-233

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