ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 25-May-2012

ZNM12 began trading on 12/22/2011 and has 107 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 06/14/2012.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.22)

Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.11

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 1.13x

ATR(14) %: 0.4%

20-Day Historical Volatility: 0.0%

Day Change Summary (OHLC)

	Previous	Current
Metric	24-May-2012	25-May-2012	Change	Change %	Previous Week
Open	133-205	133-130	-0-075	-0.2%	133-195
High	133-285	133-270	-0-015	-0.0%	133-285
Low	133-110	133-105	-0-005	-0.0%	133-040
Close	133-175	133-245	0-070	0.2%	133-245
Range	0-175	0-165	-0-010	-5.7%	0-245
ATR(14)	0-167	0-167	0-000	-0.1%	0-167
Volume	1,854,399	1,218,274	-636,125	-34.3%	6,399,905

Multi-Period Performance

1-Month (21d)

1.4%

3-Month (63d)

1.8%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

2.7%

52-Week Range

52W Low: 127-230 (4.7%)

Position (98%)

52W High: 133-285 (0.1%)

Daily Pivots for day following 25-May-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	135-062	134-318	134-016
R3	134-217	134-153	133-290
R2	134-052	134-052	133-275
R1	133-308	133-308	133-260	134-020
PP	133-207	133-207	133-207	133-222
S1	133-143	133-143	133-230	133-175
S2	133-042	133-042	133-215
S3	132-197	132-298	133-200
S4	132-032	132-133	133-154

Weekly Pivots for week ending 25-May-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	135-285	135-190	134-060
R3	135-040	134-265	133-312
R2	134-115	134-115	133-290
R1	134-020	134-020	133-268	134-068
PP	133-190	133-190	133-190	133-214
S1	133-095	133-095	133-222	133-142
S2	132-265	132-265	133-200
S3	132-020	132-170	133-178
S4	131-095	131-245	133-110

Fisher Pivots for day following 25-May-2012

Pivot	1 Day	3 Day
R1	133-226	133-228
PP	133-207	133-212
S1	133-188	133-195

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	136-011
2.618	135-062
1.618	134-217
1.000	134-115
0.618	134-052
HIGH	133-270
0.618	133-207
0.500	133-188
0.382	133-168
LOW	133-105
0.618	133-003
1.000	132-260
1.618	132-158
2.618	131-313
4.250	131-044

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	132-139
38.2%	131-171
50.0%	130-258
61.8%	130-024
78.6%	129-013

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	133-195	0-050	0.1%	Above
10-Day SMA	133-187	0-058	0.1%	Above
20-Day SMA	133-023	0-222	0.5%	Above
50-Day SMA	131-142	2-103	1.8%	Above
100-Day SMA	131-041	2-204	2.0%	Above
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 134-078

Middle: 133-023

Lower: 131-288

Bandwidth: 1.8%

Ichimoku Kinko Hyo:

Tenkan-sen: 133-145

Kijun-sen: 132-172

Span A: 132-319

Span B: 130-258

Chikou Span: 131-245

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

66.06

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

0.59

Signal: 0.62 · Hist: -0.03

Stochastic (14, 3)

Neutral

%K: 90.70

%D: 86.73

StochRSI (14)

Neutral

%K: 22.30

%D: 25.75

ADX (14) & Trend

Neutral

33.40

+DI: 22.30 · -DI: 12.26

CCI (20)

Neutral

83.14

Range -100 to +100

Williams %R (14)

Neutral

-9.30

Range -100 to 0

Ultimate Oscillator

Neutral

66.54

Periods: 7, 14, 28

ROC (12)

Bullish

0.65%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

0.48

Bull: 0.48 · Bear: -0.04

Crabel Price Patterns

Pattern	Signal / Value
NR	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	0-038
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-285	133-040	0-245	0.6%	0-154	0.4%	84%	False	False	1,279,981
10	133-285	133-005	0-280	0.7%	0-158	0.4%	86%	False	False	1,243,333
20	133-285	131-275	2-010	1.5%	0-153	0.4%	94%	False	False	1,079,158
40	133-285	128-245	5-040	3.8%	0-171	0.4%	98%	False	False	1,040,586
60	133-285	127-230	6-055	4.6%	0-186	0.4%	98%	False	False	1,038,007
80	133-285	127-230	6-055	4.6%	0-184	0.4%	98%	False	False	848,451
100	133-285	127-230	6-055	4.6%	0-173	0.4%	98%	False	False	678,982

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