ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 131-015 130-275 -0-060 -0.1% 131-175
High 131-065 131-160 0-095 0.2% 131-260
Low 130-180 130-270 0-090 0.2% 130-180
Close 130-250 131-125 0-195 0.5% 131-125
Range 0-205 0-210 0-005 2.4% 1-080
ATR 0-201 0-203 0-002 1.0% 0-000
Volume 1,262,237 996,230 -266,007 -21.1% 4,898,519
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 133-068 132-307 131-240
R3 132-178 132-097 131-183
R2 131-288 131-288 131-164
R1 131-207 131-207 131-144 131-248
PP 131-078 131-078 131-078 131-099
S1 130-317 130-317 131-106 131-038
S2 130-188 130-188 131-086
S3 129-298 130-107 131-067
S4 129-088 129-217 131-010
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 135-002 134-143 132-025
R3 133-242 133-063 131-235
R2 132-162 132-162 131-198
R1 131-303 131-303 131-162 131-192
PP 131-082 131-082 131-082 131-026
S1 130-223 130-223 131-088 130-112
S2 130-002 130-002 131-052
S3 128-242 129-143 131-015
S4 127-162 128-063 130-225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-260 130-180 1-080 1.0% 0-181 0.4% 66% False False 979,703
10 132-110 130-180 1-250 1.4% 0-184 0.4% 46% False False 1,018,263
20 132-110 129-260 2-170 1.9% 0-208 0.5% 62% False False 1,036,295
40 132-110 129-250 2-180 2.0% 0-196 0.5% 63% False False 819,282
60 132-110 128-200 3-230 2.8% 0-208 0.5% 74% False False 727,703
80 132-110 126-070 6-040 4.7% 0-213 0.5% 84% False False 546,549
100 132-110 126-070 6-040 4.7% 0-199 0.5% 84% False False 437,397
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 0-039
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-092
2.618 133-070
1.618 132-180
1.000 132-050
0.618 131-290
HIGH 131-160
0.618 131-080
0.500 131-055
0.382 131-030
LOW 130-270
0.618 130-140
1.000 130-060
1.618 129-250
2.618 129-040
4.250 128-018
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 131-102 131-087
PP 131-078 131-048
S1 131-055 131-010

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

View Archives - Comment on this page... - Back to Index of Symbols