ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 130-260 130-170 -0-090 -0.2% 130-290
High 130-260 130-180 -0-080 -0.2% 131-180
Low 130-110 130-030 -0-080 -0.2% 130-110
Close 130-220 130-110 -0-110 -0.3% 130-220
Range 0-150 0-150 0-000 0.0% 1-070
ATR 0-175 0-176 0-001 0.6% 0-000
Volume 15,024 12,778 -2,246 -14.9% 62,881
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 131-237 131-163 130-192
R3 131-087 131-013 130-151
R2 130-257 130-257 130-138
R1 130-183 130-183 130-124 130-145
PP 130-107 130-107 130-107 130-088
S1 130-033 130-033 130-096 129-315
S2 129-277 129-277 130-082
S3 129-127 129-203 130-069
S4 128-297 129-053 130-028
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 134-167 133-263 131-114
R3 133-097 132-193 131-007
R2 132-027 132-027 130-292
R1 131-123 131-123 130-256 131-040
PP 130-277 130-277 130-277 130-235
S1 130-053 130-053 130-184 129-290
S2 129-207 129-207 130-148
S3 128-137 128-303 130-113
S4 127-067 127-233 130-006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-180 130-030 1-150 1.1% 0-182 0.4% 17% False True 13,828
10 131-180 130-030 1-150 1.1% 0-176 0.4% 17% False True 11,762
20 132-050 129-180 2-190 2.0% 0-173 0.4% 30% False False 7,927
Crabel Price Patterns
NR False
NR4 False
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 0-031
Fibonacci Retracements and Extensions
4.250 132-178
2.618 131-253
1.618 131-103
1.000 131-010
0.618 130-273
HIGH 130-180
0.618 130-123
0.500 130-105
0.382 130-087
LOW 130-030
0.618 129-257
1.000 129-200
1.618 129-107
2.618 128-277
4.250 128-032
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 130-108 130-260
PP 130-107 130-210
S1 130-105 130-160

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

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