ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 132-030 131-110 -0-240 -0.6% 131-240
High 132-050 131-160 -0-210 -0.5% 132-050
Low 131-030 131-050 0-020 0.0% 131-030
Close 131-030 131-150 0-120 0.3% 131-030
Range 1-020 0-110 -0-230 -67.6% 1-020
ATR 0-162 0-159 -0-002 -1.4% 0-000
Volume 7,315 9,512 2,197 30.0% 25,961
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-130 132-090 131-210
R3 132-020 131-300 131-180
R2 131-230 131-230 131-170
R1 131-190 131-190 131-160 131-210
PP 131-120 131-120 131-120 131-130
S1 131-080 131-080 131-140 131-100
S2 131-010 131-010 131-130
S3 130-220 130-290 131-120
S4 130-110 130-180 131-090
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% 35% False False 6,526
10 132-050 129-180 2-190 2.0% 0-170 0.4% 73% False False 4,093
20 132-050 129-160 2-210 2.0% 0-146 0.3% 74% False False 2,179
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-308
2.618 132-128
1.618 132-018
1.000 131-270
0.618 131-228
HIGH 131-160
0.618 131-118
0.500 131-105
0.382 131-092
LOW 131-050
0.618 130-302
1.000 130-260
1.618 130-192
2.618 130-082
4.250 129-222
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 131-135 131-200
PP 131-120 131-183
S1 131-105 131-167

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

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