ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 132-010 132-055 0-045 0.1% 131-230
High 132-080 132-105 0-025 0.1% 132-110
Low 131-280 131-095 -0-185 -0.4% 131-095
Close 132-055 131-105 -0-270 -0.6% 131-105
Range 0-120 1-010 0-210 175.0% 1-015
ATR 0-201 0-210 0-009 4.6% 0-000
Volume 941,752 1,314,991 373,239 39.6% 5,284,120
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 134-238 134-022 131-286
R3 133-228 133-012 131-196
R2 132-218 132-218 131-166
R1 132-002 132-002 131-135 131-265
PP 131-208 131-208 131-208 131-180
S1 130-312 130-312 131-075 130-255
S2 130-198 130-198 131-044
S3 129-188 129-302 131-014
S4 128-178 128-292 130-244
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 134-255 134-035 131-289
R3 133-240 133-020 131-197
R2 132-225 132-225 131-166
R1 132-005 132-005 131-136 131-268
PP 131-210 131-210 131-210 131-181
S1 130-310 130-310 131-074 130-252
S2 130-195 130-195 131-044
S3 129-180 129-295 131-013
S4 128-165 128-280 130-241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-110 131-095 1-015 0.8% 0-188 0.4% 3% False True 1,056,824
10 132-110 129-260 2-170 1.9% 0-218 0.5% 60% False False 1,103,338
20 132-110 129-260 2-170 1.9% 0-208 0.5% 60% False False 987,208
40 132-110 129-035 3-075 2.5% 0-207 0.5% 69% False False 796,910
60 132-110 128-200 3-230 2.8% 0-215 0.5% 73% False False 646,437
80 132-110 126-070 6-040 4.7% 0-214 0.5% 83% False False 485,380
100 132-110 126-070 6-040 4.7% 0-191 0.5% 83% False False 388,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 136-228
2.618 135-009
1.618 133-319
1.000 133-115
0.618 132-309
HIGH 132-105
0.618 131-299
0.500 131-260
0.382 131-221
LOW 131-095
0.618 130-211
1.000 130-085
1.618 129-201
2.618 128-191
4.250 126-292
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 131-260 131-260
PP 131-208 131-208
S1 131-157 131-157

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

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