ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 130-290 131-030 0-060 0.1% 131-110
High 131-040 131-120 0-080 0.2% 131-160
Low 130-210 130-310 0-100 0.2% 130-120
Close 130-280 131-100 0-140 0.3% 131-050
Range 0-150 0-130 -0-020 -13.3% 1-040
ATR 0-166 0-166 0-000 -0.3% 0-000
Volume 6,519 6,743 224 3.4% 51,474
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-140 132-090 131-172
R3 132-010 131-280 131-136
R2 131-200 131-200 131-124
R1 131-150 131-150 131-112 131-175
PP 131-070 131-070 131-070 131-082
S1 131-020 131-020 131-088 131-045
S2 130-260 130-260 131-076
S3 130-130 130-210 131-064
S4 130-000 130-080 131-028
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
5 131-120 130-120 1-000 0.8% 0-156 0.4% 94% True False 9,429
10 132-050 130-120 1-250 1.4% 0-158 0.4% 53% False False 8,108
20 132-050 129-160 2-210 2.0% 0-162 0.4% 68% False False 4,842
Crabel Price Patterns
NR True
NR4 True
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 0-030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-032
2.618 132-140
1.618 132-010
1.000 131-250
0.618 131-200
HIGH 131-120
0.618 131-070
0.500 131-055
0.382 131-040
LOW 130-310
0.618 130-230
1.000 130-180
1.618 130-100
2.618 129-290
4.250 129-078
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 131-085 131-067
PP 131-070 131-033
S1 131-055 131-000

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

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