ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 130-200 131-100 0-220 0.5% 130-010
High 131-060 131-210 0-150 0.4% 131-210
Low 130-200 131-100 0-220 0.5% 129-160
Close 131-060 131-170 0-110 0.3% 131-170
Range 0-180 0-110 -0-070 -38.9% 2-050
ATR 0-157 0-157 -0-001 -0.3% 0-000
Volume 1,784 1,443 -341 -19.1% 5,623
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 132-170 132-120 131-230
R3 132-060 132-010 131-200
R2 131-270 131-270 131-190
R1 131-220 131-220 131-180 131-245
PP 131-160 131-160 131-160 131-172
S1 131-110 131-110 131-160 131-135
S2 131-050 131-050 131-150
S3 130-260 131-000 131-140
S4 130-150 130-210 131-110
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 137-117 136-193 132-230
R3 135-067 134-143 132-040
R2 133-017 133-017 131-296
R1 132-093 132-093 131-233 132-215
PP 130-287 130-287 130-287 131-028
S1 130-043 130-043 131-107 130-165
S2 128-237 128-237 131-044
S3 126-187 127-313 130-300
S4 124-137 125-263 130-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-210 129-160 2-050 1.6% 0-200 0.5% 94% True False 1,124
10 131-210 129-160 2-050 1.6% 0-176 0.4% 94% True False 704
20 131-210 129-160 2-050 1.6% 0-122 0.3% 94% True False 413
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 0-004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-038
2.618 132-178
1.618 132-068
1.000 132-000
0.618 131-278
HIGH 131-210
0.618 131-168
0.500 131-155
0.382 131-142
LOW 131-100
0.618 131-032
1.000 130-310
1.618 130-242
2.618 130-132
4.250 129-272
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 131-165 131-083
PP 131-160 130-317
S1 131-155 130-230

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

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