ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 132-280 133-030 0-070 0.2% 131-240
High 132-280 133-030 0-070 0.2% 132-180
Low 132-280 133-030 0-070 0.2% 131-140
Close 132-280 133-030 0-070 0.2% 131-300
Range
ATR 0-093 0-091 -0-002 -1.8% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 133-030 133-030 133-030
R3 133-030 133-030 133-030
R2 133-030 133-030 133-030
R1 133-030 133-030 133-030 133-030
PP 133-030 133-030 133-030 133-030
S1 133-030 133-030 133-030 133-030
S2 133-030 133-030 133-030
S3 133-030 133-030 133-030
S4 133-030 133-030 133-030
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 135-113 134-247 132-178
R3 134-073 133-207 132-079
R2 133-033 133-033 132-046
R1 132-167 132-167 132-013 132-260
PP 131-313 131-313 131-313 132-040
S1 131-127 131-127 131-267 131-220
S2 130-273 130-273 131-234
S3 129-233 130-087 131-201
S4 128-193 129-047 131-102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-030 131-230 1-120 1.0% 0-054 0.1% 100% True False 2
10 133-030 131-140 1-210 1.2% 0-027 0.1% 100% True False 2
20 133-030 130-080 2-270 2.1% 0-014 0.0% 100% True False 2
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 0-000
Fibonacci Retracements and Extensions
4.250 133-030
2.618 133-030
1.618 133-030
1.000 133-030
0.618 133-030
HIGH 133-030
0.618 133-030
0.500 133-030
0.382 133-030
LOW 133-030
0.618 133-030
1.000 133-030
1.618 133-030
2.618 133-030
4.250 133-030
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 133-030 132-292
PP 133-030 132-233
S1 133-030 132-175

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

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