ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 130-290 130-270 -0-020 0.0% 131-240
High 131-000 130-300 -0-020 0.0% 132-050
Low 130-200 130-120 -0-080 -0.2% 131-030
Close 130-270 130-160 -0-110 -0.3% 131-030
Range 0-120 0-180 0-060 50.0% 1-020
ATR 0-160 0-161 0-001 0.9% 0-000
Volume 10,862 15,888 5,026 46.3% 25,961
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-093 131-307 130-259
R3 131-233 131-127 130-210
R2 131-053 131-053 130-193
R1 130-267 130-267 130-176 130-230
PP 130-193 130-193 130-193 130-175
S1 130-087 130-087 130-144 130-050
S2 130-013 130-013 130-127
S3 129-153 129-227 130-110
S4 128-293 129-047 130-061
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
5 132-050 130-120 1-250 1.4% 0-190 0.5% 7% False True 10,330
10 132-050 130-120 1-250 1.4% 0-148 0.4% 7% False True 7,174
20 132-050 129-160 2-210 2.0% 0-162 0.4% 38% False False 3,882
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 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-105
2.618 132-131
1.618 131-271
1.000 131-160
0.618 131-091
HIGH 130-300
0.618 130-231
0.500 130-210
0.382 130-189
LOW 130-120
0.618 130-009
1.000 129-260
1.618 129-149
2.618 128-289
4.250 127-315
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 130-210 130-290
PP 130-193 130-247
S1 130-177 130-203

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

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