ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 131-185 131-190 0-005 0.0% 130-255
High 131-285 131-245 -0-040 -0.1% 131-095
Low 131-155 131-010 -0-145 -0.3% 130-120
Close 131-215 131-085 -0-130 -0.3% 131-060
Range 0-130 0-235 0-105 80.8% 0-295
ATR 0-186 0-189 0-004 1.9% 0-000
Volume 1,576,449 461,075 -1,115,374 -70.8% 4,210,141
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 133-178 133-047 131-214
R3 132-263 132-132 131-150
R2 132-028 132-028 131-128
R1 131-217 131-217 131-107 131-165
PP 131-113 131-113 131-113 131-088
S1 130-302 130-302 131-063 130-250
S2 130-198 130-198 131-042
S3 129-283 130-067 131-020
S4 129-048 129-152 130-276
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
5 131-285 130-235 1-050 0.9% 0-163 0.4% 46% False False 1,222,135
10 131-285 130-120 1-165 1.2% 0-182 0.4% 59% False False 1,097,694
20 132-105 130-120 1-305 1.5% 0-180 0.4% 46% False False 1,045,490
40 132-110 129-260 2-170 1.9% 0-192 0.5% 57% False False 990,333
60 132-110 128-200 3-230 2.8% 0-200 0.5% 71% False False 867,615
80 132-110 128-200 3-230 2.8% 0-208 0.5% 71% False False 705,762
100 132-110 126-070 6-040 4.7% 0-206 0.5% 82% False False 564,900
120 132-110 126-070 6-040 4.7% 0-184 0.4% 82% False False 470,823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 134-284
2.618 133-220
1.618 132-305
1.000 132-160
0.618 132-070
HIGH 131-245
0.618 131-155
0.500 131-128
0.382 131-100
LOW 131-010
0.618 130-185
1.000 130-095
1.618 129-270
2.618 129-035
4.250 127-291
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 131-128 131-148
PP 131-113 131-127
S1 131-099 131-106

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

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