ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 131-100 131-240 0-140 0.3% 130-010
High 131-210 132-020 0-130 0.3% 131-210
Low 131-100 131-230 0-130 0.3% 129-160
Close 131-170 131-280 0-110 0.3% 131-170
Range 0-110 0-110 0-000 0.0% 2-050
ATR 0-157 0-158 0-001 0.6% 0-000
Volume 1,443 2,839 1,396 96.7% 5,623
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 132-293 132-237 132-020
R3 132-183 132-127 131-310
R2 132-073 132-073 131-300
R1 132-017 132-017 131-290 132-045
PP 131-283 131-283 131-283 131-298
S1 131-227 131-227 131-270 131-255
S2 131-173 131-173 131-260
S3 131-063 131-117 131-250
S4 130-273 131-007 131-220
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
5 132-020 129-180 2-160 1.9% 0-188 0.4% 93% True False 1,659
10 132-020 129-160 2-180 1.9% 0-161 0.4% 93% True False 940
20 132-020 129-160 2-180 1.9% 0-124 0.3% 93% True False 554
Crabel Price Patterns
NR False
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 0-005
Fibonacci Retracements and Extensions
4.250 133-168
2.618 132-308
1.618 132-198
1.000 132-130
0.618 132-088
HIGH 132-020
0.618 131-298
0.500 131-285
0.382 131-272
LOW 131-230
0.618 131-162
1.000 131-120
1.618 131-052
2.618 130-262
4.250 130-082
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 131-285 131-223
PP 131-283 131-167
S1 131-282 131-110

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

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