ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 131-260 132-030 0-090 0.2% 130-010
High 132-050 132-030 -0-020 0.0% 131-210
Low 131-210 131-260 0-050 0.1% 129-160
Close 132-030 131-260 -0-090 -0.2% 131-170
Range 0-160 0-090 -0-070 -43.8% 2-050
ATR 0-158 0-153 -0-005 -3.1% 0-000
Volume 6,772 4,252 -2,520 -37.2% 5,623
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-240 132-180 131-310
R3 132-150 132-090 131-285
R2 132-060 132-060 131-276
R1 132-000 132-000 131-268 131-305
PP 131-290 131-290 131-290 131-282
S1 131-230 131-230 131-252 131-215
S2 131-200 131-200 131-244
S3 131-110 131-140 131-235
S4 131-020 131-050 131-210
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
5 132-050 130-200 1-170 1.2% 0-130 0.3% 78% False False 3,418
10 132-050 129-160 2-210 2.0% 0-174 0.4% 87% False False 1,983
20 132-050 129-160 2-210 2.0% 0-130 0.3% 87% False False 1,104
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 133-092
2.618 132-266
1.618 132-176
1.000 132-120
0.618 132-086
HIGH 132-030
0.618 131-316
0.500 131-305
0.382 131-294
LOW 131-260
0.618 131-204
1.000 131-170
1.618 131-114
2.618 131-024
4.250 130-198
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 131-305 131-290
PP 131-290 131-280
S1 131-275 131-270

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

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