ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 132-090 132-010 -0-080 -0.2% 130-110
High 132-090 132-080 -0-010 0.0% 131-265
Low 131-295 131-280 -0-015 0.0% 129-260
Close 131-315 132-055 0-060 0.1% 131-230
Range 0-115 0-120 0-005 4.3% 2-005
ATR 0-207 0-201 -0-006 -3.0% 0-000
Volume 995,461 941,752 -53,709 -5.4% 5,749,264
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 133-072 133-023 132-121
R3 132-272 132-223 132-088
R2 132-152 132-152 132-077
R1 132-103 132-103 132-066 132-128
PP 132-032 132-032 132-032 132-044
S1 131-303 131-303 132-044 132-008
S2 131-232 131-232 132-033
S3 131-112 131-183 132-022
S4 130-312 131-063 131-309
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
5 132-110 131-065 1-045 0.9% 0-162 0.4% 85% False False 1,001,038
10 132-110 129-260 2-170 1.9% 0-204 0.5% 93% False False 1,068,922
20 132-110 129-260 2-170 1.9% 0-202 0.5% 93% False False 972,104
40 132-110 129-035 3-075 2.4% 0-202 0.5% 95% False False 782,112
60 132-110 128-200 3-230 2.8% 0-212 0.5% 95% False False 624,624
80 132-110 126-070 6-040 4.6% 0-213 0.5% 97% False False 468,960
100 132-110 126-070 6-040 4.6% 0-187 0.4% 97% False False 375,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-270
2.618 133-074
1.618 132-274
1.000 132-200
0.618 132-154
HIGH 132-080
0.618 132-034
0.500 132-020
0.382 132-006
LOW 131-280
0.618 131-206
1.000 131-160
1.618 131-086
2.618 130-286
4.250 130-090
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 132-043 132-038
PP 132-032 132-022
S1 132-020 132-005

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

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