ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 132-140 132-250 0-110 0.3% 132-210
High 132-280 133-030 0-070 0.2% 132-280
Low 132-110 132-160 0-050 0.1% 132-030
Close 132-250 132-270 0-020 0.0% 132-250
Range 0-170 0-190 0-020 11.8% 0-250
ATR 0-149 0-152 0-003 2.0% 0-000
Volume 683,857 549,158 -134,699 -19.7% 1,051,406
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 134-190 134-100 133-054
R3 134-000 133-230 133-002
R2 133-130 133-130 132-305
R1 133-040 133-040 132-287 133-085
PP 132-260 132-260 132-260 132-282
S1 132-170 132-170 132-253 132-215
S2 132-070 132-070 132-235
S3 131-200 131-300 132-218
S4 131-010 131-110 132-166
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
5 133-030 132-030 1-000 0.8% 0-164 0.4% 75% True False 315,767
10 133-030 132-000 1-030 0.8% 0-151 0.4% 77% True False 168,895
20 133-030 130-240 2-110 1.8% 0-144 0.3% 89% True False 86,765
40 133-030 127-210 5-140 4.1% 0-122 0.3% 95% True False 44,234
60 133-030 126-270 6-080 4.7% 0-084 0.2% 96% True False 29,518
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 135-198
2.618 134-207
1.618 134-017
1.000 133-220
0.618 133-147
HIGH 133-030
0.618 132-277
0.500 132-255
0.382 132-233
LOW 132-160
0.618 132-043
1.000 131-290
1.618 131-173
2.618 130-303
4.250 129-312
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 132-265 132-257
PP 132-260 132-243
S1 132-255 132-230

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

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