ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 130-010 129-180 -0-150 -0.4% 131-120
High 130-010 129-310 -0-020 0.0% 131-120
Low 129-160 129-180 0-020 0.0% 129-300
Close 129-210 129-240 0-030 0.1% 129-310
Range 0-170 0-130 -0-040 -23.5% 1-140
ATR 0-131 0-131 0-000 -0.1% 0-000
Volume 165 697 532 322.4% 938
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 130-313 130-247 129-312
R3 130-183 130-117 129-276
R2 130-053 130-053 129-264
R1 129-307 129-307 129-252 130-020
PP 129-243 129-243 129-243 129-260
S1 129-177 129-177 129-228 129-210
S2 129-113 129-113 129-216
S3 128-303 129-047 129-204
S4 128-173 128-237 129-168
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 134-237 133-253 130-243
R3 133-097 132-113 130-116
R2 131-277 131-277 130-074
R1 130-293 130-293 130-032 130-215
PP 130-137 130-137 130-137 130-098
S1 129-153 129-153 129-268 129-075
S2 128-317 128-317 129-226
S3 127-177 128-013 129-184
S4 126-037 126-193 129-057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-060 129-160 1-220 1.3% 0-138 0.3% 15% False False 277
10 131-140 129-160 1-300 1.5% 0-134 0.3% 13% False False 334
20 131-140 129-130 2-010 1.6% 0-100 0.2% 17% False False 177
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-222
2.618 131-010
1.618 130-200
1.000 130-120
0.618 130-070
HIGH 129-310
0.618 129-260
0.500 129-245
0.382 129-230
LOW 129-180
0.618 129-100
1.000 129-050
1.618 128-290
2.618 128-160
4.250 127-268
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 129-245 129-285
PP 129-243 129-270
S1 129-242 129-255

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

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