ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 131-190 131-010 -0-180 -0.4% 131-035
High 131-235 131-025 -0-210 -0.5% 131-245
Low 130-265 130-190 -0-075 -0.2% 130-190
Close 130-315 130-295 -0-020 0.0% 130-295
Range 0-290 0-155 -0-135 -46.6% 1-055
ATR 0-203 0-199 -0-003 -1.7% 0-000
Volume 1,092,746 825,779 -266,967 -24.4% 4,681,687
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-102 132-033 131-060
R3 131-267 131-198 131-018
R2 131-112 131-112 131-003
R1 131-043 131-043 130-309 131-000
PP 130-277 130-277 130-277 130-255
S1 130-208 130-208 130-281 130-165
S2 130-122 130-122 130-267
S3 129-287 130-053 130-252
S4 129-132 129-218 130-210
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 134-195 133-300 131-181
R3 133-140 132-245 131-078
R2 132-085 132-085 131-044
R1 131-190 131-190 131-009 131-110
PP 131-030 131-030 131-030 130-310
S1 130-135 130-135 130-261 130-055
S2 129-295 129-295 130-226
S3 128-240 129-080 130-192
S4 127-185 128-025 130-089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-245 130-190 1-055 0.9% 0-189 0.5% 28% False True 936,337
10 131-260 130-180 1-080 1.0% 0-185 0.4% 29% False False 958,020
20 132-110 129-260 2-170 1.9% 0-201 0.5% 44% False False 1,030,679
40 132-110 129-250 2-180 2.0% 0-194 0.5% 45% False False 850,528
60 132-110 128-200 3-230 2.8% 0-209 0.5% 62% False False 804,844
80 132-110 126-070 6-040 4.7% 0-218 0.5% 77% False False 605,021
100 132-110 126-070 6-040 4.7% 0-205 0.5% 77% False False 484,212
Crabel Price Patterns
NR True
NR4 False
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 0-044
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-044
2.618 132-111
1.618 131-276
1.000 131-180
0.618 131-121
HIGH 131-025
0.618 130-286
0.500 130-268
0.382 130-249
LOW 130-190
0.618 130-094
1.000 130-035
1.618 129-259
2.618 129-104
4.250 128-171
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 130-286 131-058
PP 130-277 131-030
S1 130-268 131-002

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

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