ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 131-010 130-255 -0-075 -0.2% 131-035
High 131-025 130-270 -0-075 -0.2% 131-245
Low 130-190 130-120 -0-070 -0.2% 130-190
Close 130-295 130-205 -0-090 -0.2% 130-295
Range 0-155 0-150 -0-005 -3.2% 1-055
ATR 0-199 0-198 -0-002 -0.9% 0-000
Volume 825,779 978,155 152,376 18.5% 4,681,687
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-008 131-257 130-288
R3 131-178 131-107 130-246
R2 131-028 131-028 130-232
R1 130-277 130-277 130-219 130-238
PP 130-198 130-198 130-198 130-179
S1 130-127 130-127 130-191 130-088
S2 130-048 130-048 130-178
S3 129-218 129-297 130-164
S4 129-068 129-147 130-122
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
5 131-245 130-120 1-125 1.1% 0-186 0.4% 19% False True 977,576
10 131-245 130-120 1-125 1.1% 0-186 0.4% 19% False True 986,467
20 132-110 129-275 2-155 1.9% 0-197 0.5% 31% False False 1,032,526
40 132-110 129-250 2-180 2.0% 0-193 0.5% 34% False False 857,044
60 132-110 128-200 3-230 2.8% 0-209 0.5% 54% False False 819,824
80 132-110 126-070 6-040 4.7% 0-218 0.5% 72% False False 617,239
100 132-110 126-070 6-040 4.7% 0-204 0.5% 72% False False 493,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-040
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 132-268
2.618 132-023
1.618 131-193
1.000 131-100
0.618 131-043
HIGH 130-270
0.618 130-213
0.500 130-195
0.382 130-177
LOW 130-120
0.618 130-027
1.000 129-290
1.618 129-197
2.618 129-047
4.250 128-122
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 130-202 131-018
PP 130-198 130-293
S1 130-195 130-249

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

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