ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 131-030 131-015 -0-015 0.0% 131-230
High 131-070 131-065 -0-005 0.0% 132-110
Low 130-280 130-180 -0-100 -0.2% 131-095
Close 131-030 130-250 -0-100 -0.2% 131-105
Range 0-110 0-205 0-095 86.4% 1-015
ATR 0-201 0-201 0-000 0.1% 0-000
Volume 929,954 1,262,237 332,283 35.7% 5,284,120
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-247 132-133 131-043
R3 132-042 131-248 130-306
R2 131-157 131-157 130-288
R1 131-043 131-043 130-269 130-318
PP 130-272 130-272 130-272 130-249
S1 130-158 130-158 130-231 130-112
S2 130-067 130-067 130-212
S3 129-182 129-273 130-194
S4 128-297 129-068 130-137
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
5 132-105 130-180 1-245 1.4% 0-205 0.5% 12% False True 1,043,456
10 132-110 130-180 1-250 1.4% 0-184 0.4% 12% False True 1,022,247
20 132-110 129-260 2-170 1.9% 0-204 0.5% 38% False False 1,029,607
40 132-110 129-250 2-180 2.0% 0-197 0.5% 39% False False 816,337
60 132-110 128-200 3-230 2.8% 0-209 0.5% 58% False False 711,125
80 132-110 126-070 6-040 4.7% 0-214 0.5% 74% False False 534,101
100 132-110 126-070 6-040 4.7% 0-198 0.5% 74% False False 427,434
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 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-296
2.618 132-282
1.618 132-077
1.000 131-270
0.618 131-192
HIGH 131-065
0.618 130-307
0.500 130-282
0.382 130-258
LOW 130-180
0.618 130-053
1.000 129-295
1.618 129-168
2.618 128-283
4.250 127-269
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 130-282 131-040
PP 130-272 131-003
S1 130-261 130-287

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

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