ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 130-275 131-035 0-080 0.2% 131-175
High 131-160 131-130 -0-030 -0.1% 131-260
Low 130-270 130-285 0-015 0.0% 130-180
Close 131-125 131-040 -0-085 -0.2% 131-125
Range 0-210 0-165 -0-045 -21.4% 1-080
ATR 0-203 0-201 -0-003 -1.3% 0-000
Volume 996,230 771,958 -224,272 -22.5% 4,898,519
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-220 132-135 131-131
R3 132-055 131-290 131-085
R2 131-210 131-210 131-070
R1 131-125 131-125 131-055 131-168
PP 131-045 131-045 131-045 131-066
S1 130-280 130-280 131-025 131-002
S2 130-200 130-200 131-010
S3 130-035 130-115 130-315
S4 129-190 129-270 130-269
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
5 131-220 130-180 1-040 0.9% 0-185 0.4% 50% False False 995,358
10 132-110 130-180 1-250 1.4% 0-184 0.4% 32% False False 1,007,502
20 132-110 129-260 2-170 1.9% 0-203 0.5% 52% False False 1,028,252
40 132-110 129-250 2-180 2.0% 0-195 0.5% 52% False False 817,857
60 132-110 128-200 3-230 2.8% 0-208 0.5% 67% False False 740,478
80 132-110 126-070 6-040 4.7% 0-214 0.5% 80% False False 556,194
100 132-110 126-070 6-040 4.7% 0-200 0.5% 80% False False 445,116
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 0-046
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-191
2.618 132-242
1.618 132-077
1.000 131-295
0.618 131-232
HIGH 131-130
0.618 131-067
0.500 131-048
0.382 131-028
LOW 130-285
0.618 130-183
1.000 130-120
1.618 130-018
2.618 129-173
4.250 128-224
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 131-048 131-030
PP 131-045 131-020
S1 131-042 131-010

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

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