ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 133-190 133-135 -0-055 -0.1% 133-090
High 133-205 133-185 -0-020 0.0% 133-315
Low 133-065 133-085 0-020 0.0% 132-290
Close 133-140 133-175 0-035 0.1% 133-000
Range 0-140 0-100 -0-040 -28.6% 1-025
ATR 0-207 0-199 -0-008 -3.7% 0-000
Volume 886,764 697,366 -189,398 -21.4% 4,812,208
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 134-128 134-092 133-230
R3 134-028 133-312 133-202
R2 133-248 133-248 133-193
R1 133-212 133-212 133-184 133-230
PP 133-148 133-148 133-148 133-158
S1 133-112 133-112 133-166 133-130
S2 133-048 133-048 133-157
S3 132-268 133-012 133-148
S4 132-168 132-232 133-120
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
5 133-205 132-290 0-235 0.5% 0-154 0.4% 87% False False 808,465
10 133-315 132-290 1-025 0.8% 0-186 0.4% 59% False False 907,492
20 134-310 132-180 2-130 1.8% 0-227 0.5% 41% False False 1,091,186
40 134-310 130-240 4-070 3.2% 0-191 0.4% 66% False False 629,216
60 134-310 128-010 6-300 5.2% 0-158 0.4% 80% False False 420,068
80 134-310 126-270 8-040 6.1% 0-124 0.3% 83% False False 315,078
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 134-290
2.618 134-127
1.618 134-027
1.000 133-285
0.618 133-247
HIGH 133-185
0.618 133-147
0.500 133-135
0.382 133-123
LOW 133-085
0.618 133-023
1.000 132-305
1.618 132-243
2.618 132-143
4.250 131-300
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 133-162 133-151
PP 133-148 133-127
S1 133-135 133-102

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

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