ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 132-000 132-090 0-090 0.2% 130-110
High 132-110 132-090 -0-020 0.0% 131-265
Low 131-220 131-295 0-075 0.2% 129-260
Close 132-080 131-315 -0-085 -0.2% 131-230
Range 0-210 0-115 -0-095 -45.2% 2-005
ATR 0-214 0-207 -0-007 -3.3% 0-000
Volume 1,152,342 995,461 -156,881 -13.6% 5,749,264
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 133-045 132-295 132-058
R3 132-250 132-180 132-027
R2 132-135 132-135 132-016
R1 132-065 132-065 132-006 132-042
PP 132-020 132-020 132-020 132-009
S1 131-270 131-270 131-304 131-248
S2 131-225 131-225 131-294
S3 131-110 131-155 131-283
S4 130-315 131-040 131-252
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 137-053 136-147 132-265
R3 135-048 134-142 132-087
R2 133-043 133-043 132-028
R1 132-137 132-137 131-289 132-250
PP 131-038 131-038 131-038 131-095
S1 130-132 130-132 131-171 130-245
S2 129-033 129-033 131-112
S3 127-028 128-127 131-053
S4 125-023 126-122 130-195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-110 130-260 1-170 1.2% 0-183 0.4% 77% False False 1,069,837
10 132-110 129-260 2-170 1.9% 0-220 0.5% 86% False False 1,097,136
20 132-110 129-260 2-170 1.9% 0-204 0.5% 86% False False 957,359
40 132-110 129-035 3-075 2.5% 0-204 0.5% 89% False False 777,359
60 132-110 128-200 3-230 2.8% 0-214 0.5% 90% False False 609,065
80 132-110 126-070 6-040 4.6% 0-212 0.5% 94% False False 457,191
100 132-110 126-070 6-040 4.6% 0-186 0.4% 94% False False 365,844
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 133-259
2.618 133-071
1.618 132-276
1.000 132-205
0.618 132-161
HIGH 132-090
0.618 132-046
0.500 132-032
0.382 132-019
LOW 131-295
0.618 131-224
1.000 131-180
1.618 131-109
2.618 130-314
4.250 130-126
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 132-032 132-005
PP 132-020 132-002
S1 132-008 131-318

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

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