ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 131-190 131-030 -0-160 -0.4% 131-230
High 131-220 131-070 -0-150 -0.4% 132-110
Low 130-305 130-280 -0-025 -0.1% 131-095
Close 131-050 131-030 -0-020 0.0% 131-105
Range 0-235 0-110 -0-125 -53.2% 1-015
ATR 0-208 0-201 -0-007 -3.4% 0-000
Volume 1,016,415 929,954 -86,461 -8.5% 5,284,120
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-030 131-300 131-090
R3 131-240 131-190 131-060
R2 131-130 131-130 131-050
R1 131-080 131-080 131-040 131-085
PP 131-020 131-020 131-020 131-022
S1 130-290 130-290 131-020 130-295
S2 130-230 130-230 131-010
S3 130-120 130-180 131-000
S4 130-010 130-070 130-290
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
5 132-105 130-280 1-145 1.1% 0-188 0.4% 15% False True 979,359
10 132-110 130-260 1-170 1.2% 0-186 0.4% 18% False False 1,024,598
20 132-110 129-260 2-170 1.9% 0-204 0.5% 51% False False 1,011,178
40 132-110 129-210 2-220 2.1% 0-197 0.5% 53% False False 797,940
60 132-110 128-200 3-230 2.8% 0-209 0.5% 66% False False 690,193
80 132-110 126-070 6-040 4.7% 0-214 0.5% 80% False False 518,329
100 132-110 126-070 6-040 4.7% 0-196 0.5% 80% False False 414,812
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-042
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 132-218
2.618 132-038
1.618 131-248
1.000 131-180
0.618 131-138
HIGH 131-070
0.618 131-028
0.500 131-015
0.382 131-002
LOW 130-280
0.618 130-212
1.000 130-170
1.618 130-102
2.618 129-312
4.250 129-132
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 131-025 131-110
PP 131-020 131-083
S1 131-015 131-057

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

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