ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 133-135 133-170 0-035 0.1% 133-090
High 133-185 134-015 0-150 0.4% 133-315
Low 133-085 133-135 0-050 0.1% 132-290
Close 133-175 133-295 0-120 0.3% 133-000
Range 0-100 0-200 0-100 100.0% 1-025
ATR 0-199 0-199 0-000 0.0% 0-000
Volume 697,366 973,542 276,176 39.6% 4,812,208
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 135-215 135-135 134-085
R3 135-015 134-255 134-030
R2 134-135 134-135 134-012
R1 134-055 134-055 133-313 134-095
PP 133-255 133-255 133-255 133-275
S1 133-175 133-175 133-277 133-215
S2 133-055 133-055 133-258
S3 132-175 132-295 133-240
S4 131-295 132-095 133-185
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
5 134-015 132-290 1-045 0.9% 0-160 0.4% 89% True False 803,504
10 134-015 132-290 1-045 0.9% 0-186 0.4% 89% True False 885,775
20 134-310 132-180 2-130 1.8% 0-224 0.5% 56% False False 1,084,749
40 134-310 130-270 4-040 3.1% 0-192 0.4% 75% False False 653,530
60 134-310 128-200 6-110 4.7% 0-161 0.4% 83% False False 436,292
80 134-310 126-270 8-040 6.1% 0-127 0.3% 87% False False 327,247
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 136-225
2.618 135-219
1.618 135-019
1.000 134-215
0.618 134-139
HIGH 134-015
0.618 133-259
0.500 133-235
0.382 133-211
LOW 133-135
0.618 133-011
1.000 132-255
1.618 132-131
2.618 131-251
4.250 130-245
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 133-275 133-263
PP 133-255 133-232
S1 133-235 133-200

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

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