ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 14-May-2012

Day Change Summary
	Previous	Current
	11-May-2012	14-May-2012	Change	Change %	Previous Week
Open	131-280	132-020	0-060	0.1%	131-240
High	132-000	132-160	0-160	0.4%	132-060
Low	131-260	132-020	0-080	0.2%	131-140
Close	132-000	132-120	0-120	0.3%	132-000
Range	0-060	0-140	0-080	133.3%	0-240
ATR	0-136	0-138	0-002	1.2%	0-000
Volume	3,806	11,507	7,701	202.3%	25,270

Daily Pivots for day following 14-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-200	133-140	132-197
R3	133-060	133-000	132-158
R2	132-240	132-240	132-146
R1	132-180	132-180	132-133	132-210
PP	132-100	132-100	132-100	132-115
S1	132-040	132-040	132-107	132-070
S2	131-280	131-280	132-094
S3	131-140	131-220	132-082
S4	131-000	131-080	132-043

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-040	133-260	132-132
R3	133-120	133-020	132-066
R2	132-200	132-200	132-044
R1	132-100	132-100	132-022	132-150
PP	131-280	131-280	131-280	131-305
S1	131-180	131-180	131-298	131-230
S2	131-040	131-040	131-276
S3	130-120	130-260	131-254
S4	129-200	130-020	131-188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-160	131-140	1-020	0.8%	0-122	0.3%	88%	True	False	6,563
10	132-160	130-240	1-240	1.3%	0-136	0.3%	93%	True	False	4,636
20	132-160	130-050	2-110	1.8%	0-118	0.3%	95%	True	False	3,573
40	132-160	126-270	5-210	4.3%	0-088	0.2%	98%	True	False	2,053

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	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-115
2.618	133-207
1.618	133-067
1.000	132-300
0.618	132-247
HIGH	132-160
0.618	132-107
0.500	132-090
0.382	132-073
LOW	132-020
0.618	131-253
1.000	131-200
1.618	131-113
2.618	130-293
4.250	130-065

Fisher Pivots for day following 14-May-2012
Pivot	1 day	3 day
R1	132-110	132-077
PP	132-100	132-033
S1	132-090	131-310

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