ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 133-230 133-090 -0-140 -0.3% 133-010
High 133-265 133-300 0-035 0.1% 133-305
Low 133-070 133-085 0-015 0.0% 132-180
Close 133-165 133-250 0-085 0.2% 133-250
Range 0-195 0-215 0-020 10.3% 1-125
ATR 0-220 0-219 0-000 -0.2% 0-000
Volume 1,190,718 848,250 -342,468 -28.8% 5,829,938
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 135-217 135-128 134-048
R3 135-002 134-233 133-309
R2 134-107 134-107 133-289
R1 134-018 134-018 133-270 134-062
PP 133-212 133-212 133-212 133-234
S1 133-123 133-123 133-230 133-168
S2 132-317 132-317 133-211
S3 132-102 132-228 133-191
S4 131-207 132-013 133-132
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 137-193 137-027 134-175
R3 136-068 135-222 134-052
R2 134-263 134-263 134-012
R1 134-097 134-097 133-291 134-180
PP 133-138 133-138 133-138 133-180
S1 132-292 132-292 133-209 133-055
S2 132-013 132-013 133-168
S3 130-208 131-167 133-128
S4 129-083 130-042 133-005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-305 132-180 1-125 1.0% 0-278 0.6% 88% False False 1,165,987
10 134-295 132-180 2-115 1.8% 0-250 0.6% 52% False False 1,198,625
20 134-310 132-030 2-280 2.1% 0-224 0.5% 59% False False 901,215
40 134-310 130-050 4-260 3.6% 0-179 0.4% 75% False False 453,812
60 134-310 127-210 7-100 5.5% 0-141 0.3% 84% False False 302,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-055
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-254
2.618 135-223
1.618 135-008
1.000 134-195
0.618 134-113
HIGH 133-300
0.618 133-218
0.500 133-192
0.382 133-167
LOW 133-085
0.618 132-272
1.000 132-190
1.618 132-057
2.618 131-162
4.250 130-131
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 133-231 133-212
PP 133-212 133-173
S1 133-192 133-135

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

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