ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 132-250 132-230 -0-020 0.0% 132-210
High 133-030 133-260 0-230 0.5% 132-280
Low 132-160 132-220 0-060 0.1% 132-030
Close 132-270 133-230 0-280 0.7% 132-250
Range 0-190 1-040 0-170 89.5% 0-250
ATR 0-152 0-167 0-015 9.8% 0-000
Volume 549,158 1,611,428 1,062,270 193.4% 1,051,406
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 136-250 136-120 134-108
R3 135-210 135-080 134-009
R2 134-170 134-170 133-296
R1 134-040 134-040 133-263 134-105
PP 133-130 133-130 133-130 133-162
S1 133-000 133-000 133-197 133-065
S2 132-090 132-090 133-164
S3 131-050 131-280 133-131
S4 130-010 130-240 133-032
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
5 133-260 132-110 1-150 1.1% 0-208 0.5% 94% True False 629,541
10 133-260 132-000 1-260 1.4% 0-176 0.4% 95% True False 328,318
20 133-260 130-240 3-020 2.3% 0-155 0.4% 97% True False 167,247
40 133-260 128-010 5-250 4.3% 0-124 0.3% 98% True False 84,510
60 133-260 126-270 6-310 5.2% 0-090 0.2% 99% True False 56,375
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 0-025
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 138-190
2.618 136-242
1.618 135-202
1.000 134-300
0.618 134-162
HIGH 133-260
0.618 133-122
0.500 133-080
0.382 133-038
LOW 132-220
0.618 131-318
1.000 131-180
1.618 130-278
2.618 129-238
4.250 127-290
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 133-180 133-162
PP 133-130 133-093
S1 133-080 133-025

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

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