ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 131-180 131-180 0-000 0.0% 130-240
High 131-230 131-225 -0-005 0.0% 131-235
Low 131-055 131-065 0-010 0.0% 130-145
Close 131-190 131-085 -0-105 -0.2% 131-175
Range 0-175 0-160 -0-015 -8.6% 1-090
ATR 0-201 0-198 -0-003 -1.5% 0-000
Volume 812,126 854,328 42,202 5.2% 3,933,996
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 132-285 132-185 131-173
R3 132-125 132-025 131-129
R2 131-285 131-285 131-114
R1 131-185 131-185 131-100 131-155
PP 131-125 131-125 131-125 131-110
S1 131-025 131-025 131-070 130-315
S2 130-285 130-285 131-056
S3 130-125 130-185 131-041
S4 129-285 130-025 130-317
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 135-028 134-192 132-080
R3 133-258 133-102 131-288
R2 132-168 132-168 131-250
R1 132-012 132-012 131-213 132-090
PP 131-078 131-078 131-078 131-118
S1 130-242 130-242 131-137 131-000
S2 129-308 129-308 131-100
S3 128-218 129-152 131-062
S4 127-128 128-062 130-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-235 130-220 1-015 0.8% 0-187 0.4% 55% False False 871,080
10 131-235 130-030 1-205 1.2% 0-188 0.4% 71% False False 817,583
20 131-235 129-250 1-305 1.5% 0-182 0.4% 76% False False 614,258
40 131-235 128-200 3-035 2.4% 0-210 0.5% 85% False False 637,750
60 131-235 126-070 5-165 4.2% 0-217 0.5% 92% False False 426,566
80 131-235 126-070 5-165 4.2% 0-203 0.5% 92% False False 320,163
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-265
2.618 133-004
1.618 132-164
1.000 132-065
0.618 132-004
HIGH 131-225
0.618 131-164
0.500 131-145
0.382 131-126
LOW 131-065
0.618 130-286
1.000 130-225
1.618 130-126
2.618 129-286
4.250 129-025
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 131-145 131-100
PP 131-125 131-095
S1 131-105 131-090

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

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