ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 132-030 131-290 -0-060 -0.1% 130-010
High 132-030 132-020 -0-010 0.0% 131-210
Low 131-260 131-280 0-020 0.0% 129-160
Close 131-260 132-010 0-070 0.2% 131-170
Range 0-090 0-060 -0-030 -33.3% 2-050
ATR 0-153 0-148 -0-005 -3.4% 0-000
Volume 4,252 4,783 531 12.5% 5,623
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-177 132-153 132-043
R3 132-117 132-093 132-026
R2 132-057 132-057 132-021
R1 132-033 132-033 132-016 132-045
PP 131-317 131-317 131-317 132-002
S1 131-293 131-293 132-004 131-305
S2 131-257 131-257 131-319
S3 131-197 131-233 131-314
S4 131-137 131-173 131-297
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
5 132-050 131-100 0-270 0.6% 0-106 0.3% 85% False False 4,017
10 132-050 129-160 2-210 2.0% 0-153 0.4% 95% False False 2,437
20 132-050 129-160 2-210 2.0% 0-132 0.3% 95% False False 1,339
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 11 trading days
Fibonacci Retracements and Extensions
4.250 132-275
2.618 132-177
1.618 132-117
1.000 132-080
0.618 132-057
HIGH 132-020
0.618 131-317
0.500 131-310
0.382 131-303
LOW 131-280
0.618 131-243
1.000 131-220
1.618 131-183
2.618 131-123
4.250 131-025
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 132-003 131-317
PP 131-317 131-303
S1 131-310 131-290

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

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