ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 133-090 133-090 0-000 0.0% 133-010
High 133-300 133-315 0-015 0.0% 133-305
Low 133-085 133-070 -0-015 0.0% 132-180
Close 133-250 133-235 -0-015 0.0% 133-250
Range 0-215 0-245 0-030 14.0% 1-125
ATR 0-219 0-221 0-002 0.8% 0-000
Volume 848,250 809,946 -38,304 -4.5% 5,829,938
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 135-302 135-193 134-050
R3 135-057 134-268 133-302
R2 134-132 134-132 133-280
R1 134-023 134-023 133-257 134-078
PP 133-207 133-207 133-207 133-234
S1 133-098 133-098 133-213 133-152
S2 132-282 132-282 133-190
S3 132-037 132-173 133-168
S4 131-112 131-248 133-100
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
5 133-315 132-290 1-025 0.8% 0-239 0.6% 77% True False 1,084,167
10 134-090 132-180 1-230 1.3% 0-247 0.6% 68% False False 1,181,161
20 134-310 132-030 2-280 2.1% 0-231 0.5% 57% False False 940,485
40 134-310 130-050 4-260 3.6% 0-183 0.4% 74% False False 473,971
60 134-310 127-210 7-100 5.5% 0-145 0.3% 83% False False 316,337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137-076
2.618 135-316
1.618 135-071
1.000 134-240
0.618 134-146
HIGH 133-315
0.618 133-221
0.500 133-192
0.382 133-164
LOW 133-070
0.618 132-239
1.000 132-145
1.618 131-314
2.618 131-069
4.250 129-309
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 133-221 133-221
PP 133-207 133-207
S1 133-192 133-192

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

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