ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 131-120 131-010 -0-110 -0.3% 130-170
High 131-120 131-020 -0-100 -0.2% 131-140
Low 131-010 131-010 0-000 0.0% 130-090
Close 131-110 131-010 -0-100 -0.2% 131-100
Range 0-110 0-010 -0-100 -90.9% 1-050
ATR 0-116 0-115 -0-001 -1.0% 0-000
Volume 412 177 -235 -57.0% 1,548
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 131-043 131-037 131-016
R3 131-033 131-027 131-013
R2 131-023 131-023 131-012
R1 131-017 131-017 131-011 131-015
PP 131-013 131-013 131-013 131-012
S1 131-007 131-007 131-009 131-005
S2 131-003 131-003 131-008
S3 130-313 130-317 131-007
S4 130-303 130-307 131-004
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 134-153 134-017 131-304
R3 133-103 132-287 131-202
R2 132-053 132-053 131-168
R1 131-237 131-237 131-134 131-305
PP 131-003 131-003 131-003 131-038
S1 130-187 130-187 131-066 130-255
S2 129-273 129-273 131-032
S3 128-223 129-137 130-318
S4 127-173 128-087 130-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-140 130-200 0-260 0.6% 0-116 0.3% 50% False False 425
10 131-140 130-000 1-140 1.1% 0-086 0.2% 72% False False 224
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-006
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 131-062
2.618 131-046
1.618 131-036
1.000 131-030
0.618 131-026
HIGH 131-020
0.618 131-016
0.500 131-015
0.382 131-014
LOW 131-010
0.618 131-004
1.000 131-000
1.618 130-314
2.618 130-304
4.250 130-288
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 131-015 131-010
PP 131-013 131-010
S1 131-012 131-010

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

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