ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 131-110 131-090 -0-020 0.0% 131-240
High 131-160 131-140 -0-020 0.0% 132-050
Low 131-050 130-260 -0-110 -0.3% 131-030
Close 131-150 130-290 -0-180 -0.4% 131-030
Range 0-110 0-200 0-090 81.8% 1-020
ATR 0-159 0-163 0-004 2.3% 0-000
Volume 9,512 8,076 -1,436 -15.1% 25,961
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-297 132-173 131-080
R3 132-097 131-293 131-025
R2 131-217 131-217 131-007
R1 131-093 131-093 130-308 131-055
PP 131-017 131-017 131-017 130-318
S1 130-213 130-213 130-272 130-175
S2 130-137 130-137 130-253
S3 129-257 130-013 130-235
S4 129-057 129-133 130-180
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
5 132-050 130-260 1-110 1.0% 0-160 0.4% 7% False True 6,787
10 132-050 129-250 2-120 1.8% 0-177 0.4% 47% False False 4,831
20 132-050 129-160 2-210 2.0% 0-156 0.4% 53% False False 2,582
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-030
2.618 133-024
1.618 132-144
1.000 132-020
0.618 131-264
HIGH 131-140
0.618 131-064
0.500 131-040
0.382 131-016
LOW 130-260
0.618 130-136
1.000 130-060
1.618 129-256
2.618 129-056
4.250 128-050
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 131-040 131-155
PP 131-017 131-093
S1 130-313 131-032

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

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