ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 133-160 133-010 -0-150 -0.4% 134-240
High 134-055 133-300 -0-075 -0.2% 134-295
Low 133-140 132-180 -0-280 -0.7% 133-045
Close 133-155 133-250 0-095 0.2% 133-155
Range 0-235 1-120 0-205 87.2% 1-250
ATR 0-196 0-214 0-017 8.9% 0-000
Volume 1,171,196 1,219,047 47,851 4.1% 6,156,314
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 137-177 137-013 134-172
R3 136-057 135-213 134-051
R2 134-257 134-257 134-011
R1 134-093 134-093 133-290 134-175
PP 133-137 133-137 133-137 133-178
S1 132-293 132-293 133-210 133-055
S2 132-017 132-017 133-169
S3 130-217 131-173 133-129
S4 129-097 130-053 133-008
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 139-062 138-038 134-148
R3 137-132 136-108 133-312
R2 135-202 135-202 133-260
R1 134-178 134-178 133-207 134-065
PP 133-272 133-272 133-272 133-215
S1 132-248 132-248 133-103 132-135
S2 132-022 132-022 133-050
S3 130-092 130-318 132-318
S4 128-162 129-068 132-162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-090 132-180 1-230 1.3% 0-255 0.6% 71% False True 1,278,155
10 134-310 132-160 2-150 1.8% 0-270 0.6% 52% False False 1,233,745
20 134-310 132-000 2-310 2.2% 0-208 0.5% 60% False False 674,437
40 134-310 130-050 4-260 3.6% 0-161 0.4% 75% False False 338,793
60 134-310 126-270 8-040 6.1% 0-126 0.3% 85% False False 225,989
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 0-059
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 139-250
2.618 137-172
1.618 136-052
1.000 135-100
0.618 134-252
HIGH 133-300
0.618 133-132
0.500 133-080
0.382 133-028
LOW 132-180
0.618 131-228
1.000 131-060
1.618 130-108
2.618 128-308
4.250 126-230
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 133-193 133-206
PP 133-137 133-162
S1 133-080 133-118

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

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