ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 130-270 130-200 -0-070 -0.2% 131-110
High 130-300 131-080 0-100 0.2% 131-160
Low 130-120 130-200 0-080 0.2% 130-120
Close 130-160 131-050 0-210 0.5% 131-050
Range 0-180 0-200 0-020 11.1% 1-040
ATR 0-161 0-167 0-006 3.5% 0-000
Volume 15,888 7,136 -8,752 -55.1% 51,474
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-283 132-207 131-160
R3 132-083 132-007 131-105
R2 131-203 131-203 131-087
R1 131-127 131-127 131-068 131-165
PP 131-003 131-003 131-003 131-022
S1 130-247 130-247 131-032 130-285
S2 130-123 130-123 131-013
S3 129-243 130-047 130-315
S4 129-043 129-167 130-260
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 134-123 133-287 131-248
R3 133-083 132-247 131-149
R2 132-043 132-043 131-116
R1 131-207 131-207 131-083 131-105
PP 131-003 131-003 131-003 130-272
S1 130-167 130-167 131-017 130-065
S2 129-283 129-283 130-304
S3 128-243 129-127 130-271
S4 127-203 128-087 130-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-160 130-120 1-040 0.9% 0-162 0.4% 69% False False 10,294
10 132-050 130-120 1-250 1.4% 0-157 0.4% 44% False False 7,743
20 132-050 129-160 2-210 2.0% 0-166 0.4% 62% False False 4,223
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 3 trading days
Fibonacci Retracements and Extensions
4.250 133-290
2.618 132-284
1.618 132-084
1.000 131-280
0.618 131-204
HIGH 131-080
0.618 131-004
0.500 130-300
0.382 130-276
LOW 130-200
0.618 130-076
1.000 130-000
1.618 129-196
2.618 128-316
4.250 127-310
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 131-027 131-013
PP 131-003 130-297
S1 130-300 130-260

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

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