ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 131-065 131-185 0-120 0.3% 130-255
High 131-230 131-285 0-055 0.1% 131-095
Low 131-050 131-155 0-105 0.3% 130-120
Close 131-200 131-215 0-015 0.0% 131-060
Range 0-180 0-130 -0-050 -27.8% 0-295
ATR 0-190 0-186 -0-004 -2.3% 0-000
Volume 1,829,731 1,576,449 -253,282 -13.8% 4,210,141
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-288 132-222 131-286
R3 132-158 132-092 131-251
R2 132-028 132-028 131-239
R1 131-282 131-282 131-227 131-315
PP 131-218 131-218 131-218 131-235
S1 131-152 131-152 131-203 131-185
S2 131-088 131-088 131-191
S3 130-278 131-022 131-179
S4 130-148 130-212 131-144
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 133-230 133-120 131-222
R3 132-255 132-145 131-141
R2 131-280 131-280 131-114
R1 131-170 131-170 131-087 131-225
PP 130-305 130-305 130-305 131-012
S1 130-195 130-195 131-033 130-250
S2 130-010 130-010 131-006
S3 129-035 129-220 130-299
S4 128-060 128-245 130-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-285 130-120 1-165 1.2% 0-162 0.4% 86% True False 1,327,633
10 131-285 130-120 1-165 1.2% 0-174 0.4% 86% True False 1,152,605
20 132-110 130-120 1-310 1.5% 0-179 0.4% 66% False False 1,080,053
40 132-110 129-260 2-170 1.9% 0-192 0.5% 73% False False 986,060
60 132-110 128-200 3-230 2.8% 0-200 0.5% 82% False False 883,024
80 132-110 128-200 3-230 2.8% 0-207 0.5% 82% False False 700,024
100 132-110 126-070 6-040 4.7% 0-205 0.5% 89% False False 560,289
120 132-110 126-070 6-040 4.7% 0-182 0.4% 89% False False 466,981
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 0-041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-198
2.618 132-305
1.618 132-175
1.000 132-095
0.618 132-045
HIGH 131-285
0.618 131-235
0.500 131-220
0.382 131-205
LOW 131-155
0.618 131-075
1.000 131-025
1.618 130-265
2.618 130-135
4.250 129-242
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 131-220 131-191
PP 131-218 131-167
S1 131-217 131-142

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

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