ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 134-030 134-240 0-210 0.5% 132-250
High 134-310 134-295 -0-015 0.0% 134-310
Low 133-300 134-020 0-040 0.1% 132-160
Close 134-240 134-030 -0-210 -0.5% 134-240
Range 1-010 0-275 -0-055 -16.7% 2-150
ATR 0-185 0-192 0-006 3.5% 0-000
Volume 1,699,232 984,582 -714,650 -42.1% 4,962,097
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 136-300 136-120 134-181
R3 136-025 135-165 134-106
R2 135-070 135-070 134-080
R1 134-210 134-210 134-055 134-162
PP 134-115 134-115 134-115 134-091
S1 133-255 133-255 134-005 133-208
S2 133-160 133-160 133-300
S3 132-205 132-300 133-274
S4 131-250 132-025 133-199
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 141-153 140-187 136-034
R3 139-003 138-037 135-137
R2 136-173 136-173 135-065
R1 135-207 135-207 134-312 136-030
PP 134-023 134-023 134-023 134-095
S1 133-057 133-057 134-168 133-200
S2 131-193 131-193 134-095
S3 129-043 130-227 134-023
S4 126-213 128-077 133-126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-310 132-160 2-150 1.8% 0-285 0.7% 65% False False 1,189,335
10 134-310 132-030 2-280 2.1% 0-216 0.5% 70% False False 699,808
20 134-310 131-140 3-170 2.6% 0-174 0.4% 75% False False 356,162
40 134-310 129-300 5-010 3.8% 0-142 0.3% 83% False False 179,147
60 134-310 126-270 8-040 6.1% 0-104 0.2% 89% False False 119,477
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-184
2.618 137-055
1.618 136-100
1.000 135-250
0.618 135-145
HIGH 134-295
0.618 134-190
0.500 134-158
0.382 134-125
LOW 134-020
0.618 133-170
1.000 133-065
1.618 132-215
2.618 131-260
4.250 130-131
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 134-158 134-070
PP 134-115 134-057
S1 134-072 134-043

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

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