ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 131-090 130-290 -0-120 -0.3% 131-240
High 131-140 131-000 -0-140 -0.3% 132-050
Low 130-260 130-200 -0-060 -0.1% 131-030
Close 130-290 130-270 -0-020 0.0% 131-030
Range 0-200 0-120 -0-080 -40.0% 1-020
ATR 0-163 0-160 -0-003 -1.9% 0-000
Volume 8,076 10,862 2,786 34.5% 25,961
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 131-303 131-247 131-016
R3 131-183 131-127 130-303
R2 131-063 131-063 130-292
R1 131-007 131-007 130-281 130-295
PP 130-263 130-263 130-263 130-248
S1 130-207 130-207 130-259 130-175
S2 130-143 130-143 130-248
S3 130-023 130-087 130-237
S4 129-223 129-287 130-204
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
5 132-050 130-200 1-170 1.2% 0-166 0.4% 14% False True 8,109
10 132-050 130-200 1-170 1.2% 0-148 0.4% 14% False True 5,763
20 132-050 129-160 2-210 2.0% 0-158 0.4% 51% False False 3,125
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-190
2.618 131-314
1.618 131-194
1.000 131-120
0.618 131-074
HIGH 131-000
0.618 130-274
0.500 130-260
0.382 130-246
LOW 130-200
0.618 130-126
1.000 130-080
1.618 130-006
2.618 129-206
4.250 129-010
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 130-267 131-020
PP 130-263 130-317
S1 130-260 130-293

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

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