ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 129-250 130-200 0-270 0.7% 131-120
High 131-020 131-060 0-040 0.1% 131-120
Low 129-250 130-200 0-270 0.7% 129-300
Close 130-150 131-060 0-230 0.6% 129-310
Range 1-090 0-180 -0-230 -56.1% 1-140
ATR 0-152 0-157 0-006 3.7% 0-000
Volume 1,534 1,784 250 16.3% 938
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 132-220 132-160 131-159
R3 132-040 131-300 131-110
R2 131-180 131-180 131-093
R1 131-120 131-120 131-076 131-150
PP 131-000 131-000 131-000 131-015
S1 130-260 130-260 131-044 130-290
S2 130-140 130-140 131-027
S3 129-280 130-080 131-010
S4 129-100 129-220 130-281
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% 0-200 0.5% 100% True False 857
10 131-140 129-160 1-300 1.5% 0-175 0.4% 87% False False 591
20 131-140 129-160 1-300 1.5% 0-128 0.3% 87% False False 341
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 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-185
2.618 132-211
1.618 132-031
1.000 131-240
0.618 131-171
HIGH 131-060
0.618 130-311
0.500 130-290
0.382 130-269
LOW 130-200
0.618 130-089
1.000 130-020
1.618 129-229
2.618 129-049
4.250 128-075
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 131-030 130-293
PP 131-000 130-207
S1 130-290 130-120

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

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