ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 133-090 133-255 0-165 0.4% 133-010
High 133-315 133-310 -0-005 0.0% 133-305
Low 133-070 133-095 0-025 0.1% 132-180
Close 133-235 133-155 -0-080 -0.2% 133-250
Range 0-245 0-215 -0-030 -12.2% 1-125
ATR 0-221 0-221 0-000 -0.2% 0-000
Volume 809,946 925,082 115,136 14.2% 5,829,938
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 135-192 135-068 133-273
R3 134-297 134-173 133-214
R2 134-082 134-082 133-194
R1 133-278 133-278 133-175 133-232
PP 133-187 133-187 133-187 133-164
S1 133-063 133-063 133-135 133-018
S2 132-292 132-292 133-116
S3 132-077 132-168 133-096
S4 131-182 131-273 133-037
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% 0-231 0.5% 54% False False 1,022,015
10 134-055 132-180 1-195 1.2% 0-250 0.6% 57% False False 1,165,817
20 134-310 132-030 2-280 2.2% 0-237 0.6% 48% False False 985,652
40 134-310 130-050 4-260 3.6% 0-187 0.4% 69% False False 497,089
60 134-310 127-210 7-100 5.5% 0-148 0.3% 80% False False 331,755
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 0-052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-264
2.618 135-233
1.618 135-018
1.000 134-205
0.618 134-123
HIGH 133-310
0.618 133-228
0.500 133-202
0.382 133-177
LOW 133-095
0.618 132-282
1.000 132-200
1.618 132-067
2.618 131-172
4.250 130-141
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 133-202 133-192
PP 133-187 133-180
S1 133-171 133-168

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

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