ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 130-255 130-175 -0-080 -0.2% 131-035
High 130-270 131-030 0-080 0.2% 131-245
Low 130-120 130-120 0-000 0.0% 130-190
Close 130-205 131-015 0-130 0.3% 130-295
Range 0-150 0-230 0-080 53.3% 1-055
ATR 0-198 0-200 0-002 1.2% 0-000
Volume 978,155 988,564 10,409 1.1% 4,681,687
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-318 132-237 131-142
R3 132-088 132-007 131-078
R2 131-178 131-178 131-057
R1 131-097 131-097 131-036 131-138
PP 130-268 130-268 130-268 130-289
S1 130-187 130-187 130-314 130-228
S2 130-038 130-038 130-293
S3 129-128 129-277 130-272
S4 128-218 129-047 130-208
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% 0-201 0.5% 48% False True 973,253
10 131-245 130-120 1-125 1.1% 0-185 0.4% 48% False True 983,682
20 132-110 129-310 2-120 1.8% 0-202 0.5% 45% False False 1,035,698
40 132-110 129-250 2-180 2.0% 0-195 0.5% 49% False False 870,974
60 132-110 128-200 3-230 2.8% 0-209 0.5% 65% False False 833,380
80 132-110 126-070 6-040 4.7% 0-218 0.5% 79% False False 629,591
100 132-110 126-070 6-040 4.7% 0-204 0.5% 79% False False 503,795
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 0-042
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-048
2.618 132-312
1.618 132-082
1.000 131-260
0.618 131-172
HIGH 131-030
0.618 130-262
0.500 130-235
0.382 130-208
LOW 130-120
0.618 129-298
1.000 129-210
1.618 129-068
2.618 128-158
4.250 127-102
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 130-302 130-302
PP 130-268 130-268
S1 130-235 130-235

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

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