ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 133-030 133-290 0-260 0.6% 132-000
High 133-030 133-290 0-260 0.6% 133-290
Low 133-030 133-290 0-260 0.6% 132-000
Close 133-030 133-290 0-260 0.6% 133-290
Range
ATR 0-091 0-103 0-012 13.2% 0-000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 133-290 133-290 133-290
R3 133-290 133-290 133-290
R2 133-290 133-290 133-290
R1 133-290 133-290 133-290 133-290
PP 133-290 133-290 133-290 133-290
S1 133-290 133-290 133-290 133-290
S2 133-290 133-290 133-290
S3 133-290 133-290 133-290
S4 133-290 133-290 133-290
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 138-317 138-113 134-306
R3 137-027 136-143 134-138
R2 135-057 135-057 134-082
R1 134-173 134-173 134-026 134-275
PP 133-087 133-087 133-087 133-138
S1 132-203 132-203 133-234 132-305
S2 131-117 131-117 133-178
S3 129-147 130-233 133-122
S4 127-177 128-263 132-274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-290 131-300 1-310 1.5% 0-000 0.0% 100% True False 2
10 133-290 131-140 2-150 1.8% 0-027 0.1% 100% True False 2
20 133-290 130-230 3-060 2.4% 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
4.250 133-290
2.618 133-290
1.618 133-290
1.000 133-290
0.618 133-290
HIGH 133-290
0.618 133-290
0.500 133-290
0.382 133-290
LOW 133-290
0.618 133-290
1.000 133-290
1.618 133-290
2.618 133-290
4.250 133-290
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 133-290 133-235
PP 133-290 133-180
S1 133-290 133-125

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

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