ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 131-290 132-030 0-060 0.1% 131-240
High 132-020 132-050 0-030 0.1% 132-050
Low 131-280 131-030 -0-250 -0.6% 131-030
Close 132-010 131-030 -0-300 -0.7% 131-030
Range 0-060 1-020 0-280 466.7% 1-020
ATR 0-148 0-162 0-014 9.3% 0-000
Volume 4,783 7,315 2,532 52.9% 25,961
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 134-203 133-297 131-217
R3 133-183 132-277 131-124
R2 132-163 132-163 131-092
R1 131-257 131-257 131-061 131-200
PP 131-143 131-143 131-143 131-115
S1 130-237 130-237 130-319 130-180
S2 130-123 130-123 130-288
S3 129-103 129-217 130-256
S4 128-083 128-197 130-163
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 134-203 133-297 131-217
R3 133-183 132-277 131-124
R2 132-163 132-163 131-092
R1 131-257 131-257 131-061 131-200
PP 131-143 131-143 131-143 131-115
S1 130-237 130-237 130-319 130-180
S2 130-123 130-123 130-288
S3 129-103 129-217 130-256
S4 128-083 128-197 130-163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-050 131-030 1-020 0.8% 0-152 0.4% 0% True True 5,192
10 132-050 129-160 2-210 2.0% 0-176 0.4% 60% True False 3,158
20 132-050 129-160 2-210 2.0% 0-145 0.3% 60% True False 1,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 136-215
2.618 134-300
1.618 133-280
1.000 133-070
0.618 132-260
HIGH 132-050
0.618 131-240
0.500 131-200
0.382 131-160
LOW 131-030
0.618 130-140
1.000 130-010
1.618 129-120
2.618 128-100
4.250 126-185
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 131-200 131-200
PP 131-143 131-143
S1 131-087 131-087

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

View Archives - Comment on this page... - Back to Index of Symbols