ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 22-Jun-2012

Day Change Summary
	Previous	Current
	21-Jun-2012	22-Jun-2012	Change	Change %	Previous Week
Open	133-025	133-090	0-065	0.2%	133-090
High	133-175	133-140	-0-035	-0.1%	133-315
Low	133-005	132-290	-0-035	-0.1%	132-290
Close	133-115	133-000	-0-115	-0.3%	133-000
Range	0-170	0-170	0-000	0.0%	1-025
ATR	0-217	0-213	-0-003	-1.5%	0-000
Volume	998,349	820,228	-178,121	-17.8%	4,812,208

Daily Pivots for day following 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-227	134-123	133-094
R3	134-057	133-273	133-047
R2	133-207	133-207	133-031
R1	133-103	133-103	133-016	133-070
PP	133-037	133-037	133-037	133-020
S1	132-253	132-253	132-304	132-220
S2	132-187	132-187	132-289
S3	132-017	132-083	132-273
S4	131-167	131-233	132-226

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-170	135-270	133-190
R3	135-145	134-245	133-095
R2	134-120	134-120	133-063
R1	133-220	133-220	133-032	133-158
PP	133-095	133-095	133-095	133-064
S1	132-195	132-195	132-288	132-132
S2	132-070	132-070	132-257
S3	131-045	131-170	132-225
S4	130-020	130-145	132-130

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%	0-203	0.5%	9%	False	True	962,441
10	133-315	132-180	1-135	1.1%	0-240	0.6%	31%	False	False	1,064,214
20	134-310	132-110	2-200	2.0%	0-242	0.6%	25%	False	False	1,122,220
40	134-310	130-240	4-070	3.2%	0-190	0.4%	53%	False	False	573,793
60	134-310	127-210	7-100	5.5%	0-157	0.4%	73%	False	False	383,026
80	134-310	126-270	8-040	6.1%	0-119	0.3%	76%	False	False	287,281

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0-052

Fibonacci Retracements and Extensions
4.250	135-222
2.618	134-265
1.618	134-095
1.000	133-310
0.618	133-245
HIGH	133-140
0.618	133-075
0.500	133-055
0.382	133-035
LOW	132-290
0.618	132-185
1.000	132-120
1.618	132-015
2.618	131-165
4.250	130-208

Fisher Pivots for day following 22-Jun-2012
Pivot	1 day	3 day
R1	133-055	133-080
PP	133-037	133-053
S1	133-018	133-027

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols