ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 130-200 130-290 0-090 0.2% 131-110
High 131-080 131-040 -0-040 -0.1% 131-160
Low 130-200 130-210 0-010 0.0% 130-120
Close 131-050 130-280 -0-090 -0.2% 131-050
Range 0-200 0-150 -0-050 -25.0% 1-040
ATR 0-167 0-166 0-000 -0.3% 0-000
Volume 7,136 6,519 -617 -8.6% 51,474
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-093 132-017 131-042
R3 131-263 131-187 131-001
R2 131-113 131-113 130-308
R1 131-037 131-037 130-294 131-000
PP 130-283 130-283 130-283 130-265
S1 130-207 130-207 130-266 130-170
S2 130-133 130-133 130-252
S3 129-303 130-057 130-239
S4 129-153 129-227 130-198
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
5 131-140 130-120 1-020 0.8% 0-170 0.4% 47% False False 9,696
10 132-050 130-120 1-250 1.4% 0-161 0.4% 28% False False 8,111
20 132-050 129-160 2-210 2.0% 0-161 0.4% 52% False False 4,525
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 0-031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-038
2.618 132-113
1.618 131-283
1.000 131-190
0.618 131-133
HIGH 131-040
0.618 130-303
0.500 130-285
0.382 130-267
LOW 130-210
0.618 130-117
1.000 130-060
1.618 129-287
2.618 129-137
4.250 128-212
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 130-285 130-273
PP 130-283 130-267
S1 130-282 130-260

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

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