ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 132-210 132-140 -0-070 -0.2% 132-210
High 132-280 132-280 0-000 0.0% 132-280
Low 132-110 132-110 0-000 0.0% 132-030
Close 132-180 132-250 0-070 0.2% 132-250
Range 0-170 0-170 0-000 0.0% 0-250
ATR 0-147 0-149 0-002 1.1% 0-000
Volume 193,888 683,857 489,969 252.7% 1,051,406
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 134-083 134-017 133-024
R3 133-233 133-167 132-297
R2 133-063 133-063 132-281
R1 132-317 132-317 132-266 133-030
PP 132-213 132-213 132-213 132-230
S1 132-147 132-147 132-234 132-180
S2 132-043 132-043 132-219
S3 131-193 131-297 132-203
S4 131-023 131-127 132-156
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 134-297 134-203 133-068
R3 134-047 133-273 132-319
R2 133-117 133-117 132-296
R1 133-023 133-023 132-273 133-070
PP 132-187 132-187 132-187 132-210
S1 132-093 132-093 132-227 132-140
S2 131-257 131-257 132-204
S3 131-007 131-163 132-181
S4 130-077 130-233 132-112
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% 0-146 0.3% 88% True False 210,281
10 132-280 132-000 0-280 0.7% 0-146 0.3% 89% True False 115,130
20 132-280 130-240 2-040 1.6% 0-138 0.3% 96% True False 59,448
40 132-280 127-210 5-070 3.9% 0-118 0.3% 98% True False 30,505
60 132-280 126-270 6-010 4.5% 0-080 0.2% 98% True False 20,365
Crabel Price Patterns
NR False
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 0-015
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 25-May-2012
Pivot 1 day 3 day
R1 132-232 132-232
PP 132-213 132-213
S1 132-195 132-195

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

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