ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 131-030 131-120 0-090 0.2% 131-110
High 131-180 131-170 -0-010 0.0% 131-160
Low 131-000 130-190 -0-130 -0.3% 130-120
Close 131-120 130-240 -0-200 -0.5% 131-050
Range 0-180 0-300 0-120 66.7% 1-040
ATR 0-167 0-176 0-010 5.7% 0-000
Volume 7,267 27,328 20,061 276.1% 51,474
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 133-247 133-063 131-085
R3 132-267 132-083 131-002
R2 131-287 131-287 130-295
R1 131-103 131-103 130-268 131-045
PP 130-307 130-307 130-307 130-278
S1 130-123 130-123 130-212 130-065
S2 130-007 130-007 130-185
S3 129-027 129-143 130-158
S4 128-047 128-163 130-075
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
5 131-180 130-190 0-310 0.7% 0-192 0.5% 16% False True 10,998
10 132-050 130-120 1-250 1.4% 0-191 0.5% 21% False False 10,664
20 132-050 129-160 2-210 2.0% 0-172 0.4% 47% False False 6,551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 135-165
2.618 133-315
1.618 133-015
1.000 132-150
0.618 132-035
HIGH 131-170
0.618 131-055
0.500 131-020
0.382 130-305
LOW 130-190
0.618 130-005
1.000 129-210
1.618 129-025
2.618 128-045
4.250 126-195
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 131-020 131-025
PP 130-307 130-310
S1 130-273 130-275

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

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