ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 129-180 129-250 0-070 0.2% 131-120
High 129-310 131-020 1-030 0.8% 131-120
Low 129-180 129-250 0-070 0.2% 129-300
Close 129-240 130-150 0-230 0.6% 129-310
Range 0-130 1-090 0-280 215.4% 1-140
ATR 0-131 0-152 0-021 15.8% 0-000
Volume 697 1,534 837 120.1% 938
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 134-090 133-210 131-056
R3 133-000 132-120 130-263
R2 131-230 131-230 130-225
R1 131-030 131-030 130-188 131-130
PP 130-140 130-140 130-140 130-190
S1 129-260 129-260 130-112 130-040
S2 129-050 129-050 130-075
S3 127-280 128-170 130-037
S4 126-190 127-080 129-244
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% 0-218 0.5% 57% False False 549
10 131-140 129-160 1-300 1.5% 0-167 0.4% 50% False False 487
20 131-140 129-160 1-300 1.5% 0-120 0.3% 50% False False 253
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 0-008
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 136-162
2.618 134-133
1.618 133-043
1.000 132-110
0.618 131-273
HIGH 131-020
0.618 130-183
0.500 130-135
0.382 130-087
LOW 129-250
0.618 128-317
1.000 128-160
1.618 127-227
2.618 126-137
4.250 124-108
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 130-145 130-130
PP 130-140 130-110
S1 130-135 130-090

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

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