ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 132-140 132-210 0-070 0.2% 132-020
High 132-280 132-280 0-000 0.0% 132-260
Low 132-130 132-110 -0-020 0.0% 132-000
Close 132-260 132-180 -0-080 -0.2% 132-260
Range 0-150 0-170 0-020 13.3% 0-260
ATR 0-145 0-147 0-002 1.2% 0-000
Volume 109,376 193,888 84,512 77.3% 99,895
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 134-060 133-290 132-274
R3 133-210 133-120 132-227
R2 133-040 133-040 132-211
R1 132-270 132-270 132-196 132-230
PP 132-190 132-190 132-190 132-170
S1 132-100 132-100 132-164 132-060
S2 132-020 132-020 132-149
S3 131-170 131-250 132-133
S4 131-000 131-080 132-086
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 134-313 134-227 133-083
R3 134-053 133-287 133-012
R2 133-113 133-113 132-308
R1 133-027 133-027 132-284 133-070
PP 132-173 132-173 132-173 132-195
S1 132-087 132-087 132-236 132-130
S2 131-233 131-233 132-212
S3 130-293 131-147 132-188
S4 130-033 130-207 132-117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-280 132-030 0-250 0.6% 0-132 0.3% 60% True False 78,421
10 132-280 131-260 1-020 0.8% 0-135 0.3% 71% True False 47,125
20 132-280 130-240 2-040 1.6% 0-138 0.3% 85% True False 25,366
40 132-280 127-210 5-070 3.9% 0-114 0.3% 94% True False 13,430
60 132-280 126-270 6-010 4.5% 0-078 0.2% 95% True False 8,968
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 135-042
2.618 134-085
1.618 133-235
1.000 133-130
0.618 133-065
HIGH 132-280
0.618 132-215
0.500 132-195
0.382 132-175
LOW 132-110
0.618 132-005
1.000 131-260
1.618 131-155
2.618 130-305
4.250 130-028
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 132-195 132-172
PP 132-190 132-163
S1 132-185 132-155

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

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