ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 131-175 131-190 0-015 0.0% 131-230
High 131-260 131-220 -0-040 -0.1% 132-110
Low 131-115 130-305 -0-130 -0.3% 131-095
Close 131-215 131-050 -0-165 -0.4% 131-105
Range 0-145 0-235 0-090 62.1% 1-015
ATR 0-206 0-208 0-002 1.0% 0-000
Volume 693,683 1,016,415 322,732 46.5% 5,284,120
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 133-150 133-015 131-179
R3 132-235 132-100 131-115
R2 132-000 132-000 131-093
R1 131-185 131-185 131-072 131-135
PP 131-085 131-085 131-085 131-060
S1 130-270 130-270 131-028 130-220
S2 130-170 130-170 131-007
S3 129-255 130-035 130-305
S4 129-020 129-120 130-241
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
5 132-105 130-305 1-120 1.0% 0-189 0.5% 15% False True 992,460
10 132-110 129-310 2-120 1.8% 0-220 0.5% 50% False False 1,087,713
20 132-110 129-260 2-170 1.9% 0-205 0.5% 53% False False 1,000,947
40 132-110 129-210 2-220 2.0% 0-200 0.5% 56% False False 793,949
60 132-110 128-200 3-230 2.8% 0-212 0.5% 68% False False 674,775
80 132-110 126-070 6-040 4.7% 0-215 0.5% 81% False False 506,749
100 132-110 126-070 6-040 4.7% 0-194 0.5% 81% False False 405,513
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-259
2.618 133-195
1.618 132-280
1.000 132-135
0.618 132-045
HIGH 131-220
0.618 131-130
0.500 131-102
0.382 131-075
LOW 130-305
0.618 130-160
1.000 130-070
1.618 129-245
2.618 129-010
4.250 127-266
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 131-102 131-205
PP 131-085 131-153
S1 131-068 131-102

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

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