ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 132-055 131-175 -0-200 -0.5% 131-230
High 132-105 131-260 -0-165 -0.4% 132-110
Low 131-095 131-115 0-020 0.0% 131-095
Close 131-105 131-215 0-110 0.3% 131-105
Range 1-010 0-145 -0-185 -56.1% 1-015
ATR 0-210 0-206 -0-004 -1.9% 0-000
Volume 1,314,991 693,683 -621,308 -47.2% 5,284,120
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-312 132-248 131-295
R3 132-167 132-103 131-255
R2 132-022 132-022 131-242
R1 131-278 131-278 131-228 131-310
PP 131-197 131-197 131-197 131-212
S1 131-133 131-133 131-202 131-165
S2 131-052 131-052 131-188
S3 130-227 130-308 131-175
S4 130-082 130-163 131-135
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% 0-184 0.4% 36% False False 1,019,645
10 132-110 129-275 2-155 1.9% 0-208 0.5% 73% False False 1,078,584
20 132-110 129-260 2-170 1.9% 0-202 0.5% 73% False False 976,112
40 132-110 129-125 2-305 2.2% 0-203 0.5% 77% False False 793,497
60 132-110 128-200 3-230 2.8% 0-214 0.5% 82% False False 657,959
80 132-110 126-070 6-040 4.7% 0-214 0.5% 89% False False 494,050
100 132-110 126-070 6-040 4.7% 0-192 0.5% 89% False False 395,349
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-236
2.618 133-000
1.618 132-175
1.000 132-085
0.618 132-030
HIGH 131-260
0.618 131-205
0.500 131-188
0.382 131-170
LOW 131-115
0.618 131-025
1.000 130-290
1.618 130-200
2.618 130-055
4.250 129-139
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 131-206 131-260
PP 131-197 131-245
S1 131-188 131-230

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

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