ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 133-010 132-130 -0-200 -0.5% 132-000
High 133-010 132-130 -0-200 -0.5% 133-290
Low 133-010 132-130 -0-200 -0.5% 132-000
Close 133-010 132-130 -0-200 -0.5% 133-290
Range
ATR 0-108 0-114 0-007 6.1% 0-000
Volume 2 1 -1 -50.0% 8
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 132-130 132-130 132-130
R3 132-130 132-130 132-130
R2 132-130 132-130 132-130
R1 132-130 132-130 132-130 132-130
PP 132-130 132-130 132-130 132-130
S1 132-130 132-130 132-130 132-130
S2 132-130 132-130 132-130
S3 132-130 132-130 132-130
S4 132-130 132-130 132-130
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
5 133-290 132-130 1-160 1.1% 0-000 0.0% 0% False True 1
10 133-290 131-230 2-060 1.7% 0-027 0.1% 31% False False 1
20 133-290 130-270 3-020 2.3% 0-014 0.0% 51% False False 1
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
4.250 132-130
2.618 132-130
1.618 132-130
1.000 132-130
0.618 132-130
HIGH 132-130
0.618 132-130
0.500 132-130
0.382 132-130
LOW 132-130
0.618 132-130
1.000 132-130
1.618 132-130
2.618 132-130
4.250 132-130
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 132-130 132-255
PP 132-130 132-213
S1 132-130 132-172

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

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