ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 131-035 131-095 0-060 0.1% 131-175
High 131-130 131-185 0-055 0.1% 131-260
Low 130-285 131-030 0-065 0.2% 130-180
Close 131-040 131-170 0-130 0.3% 131-125
Range 0-165 0-155 -0-010 -6.1% 1-080
ATR 0-201 0-197 -0-003 -1.6% 0-000
Volume 771,958 1,010,180 238,222 30.9% 4,898,519
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-273 132-217 131-255
R3 132-118 132-062 131-213
R2 131-283 131-283 131-198
R1 131-227 131-227 131-184 131-255
PP 131-128 131-128 131-128 131-142
S1 131-072 131-072 131-156 131-100
S2 130-293 130-293 131-142
S3 130-138 130-237 131-127
S4 129-303 130-082 131-085
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
5 131-185 130-180 1-005 0.8% 0-169 0.4% 95% True False 994,111
10 132-105 130-180 1-245 1.3% 0-179 0.4% 55% False False 993,286
20 132-110 129-260 2-170 1.9% 0-202 0.5% 68% False False 1,038,154
40 132-110 129-250 2-180 1.9% 0-194 0.5% 68% False False 823,157
60 132-110 128-200 3-230 2.8% 0-208 0.5% 78% False False 757,215
80 132-110 126-070 6-040 4.7% 0-214 0.5% 87% False False 568,799
100 132-110 126-070 6-040 4.7% 0-202 0.5% 87% False False 455,218
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 133-204
2.618 132-271
1.618 132-116
1.000 132-020
0.618 131-281
HIGH 131-185
0.618 131-126
0.500 131-108
0.382 131-089
LOW 131-030
0.618 130-254
1.000 130-195
1.618 130-099
2.618 129-264
4.250 129-011
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 131-149 131-136
PP 131-128 131-102
S1 131-108 131-068

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

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