ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 130-170 130-080 -0-090 -0.2% 130-290
High 130-180 130-260 0-080 0.2% 131-180
Low 130-030 130-040 0-010 0.0% 130-110
Close 130-110 130-250 0-140 0.3% 130-220
Range 0-150 0-220 0-070 46.7% 1-070
ATR 0-176 0-179 0-003 1.8% 0-000
Volume 12,778 50,154 37,376 292.5% 62,881
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-203 132-127 131-051
R3 131-303 131-227 130-310
R2 131-083 131-083 130-290
R1 131-007 131-007 130-270 131-045
PP 130-183 130-183 130-183 130-202
S1 130-107 130-107 130-230 130-145
S2 129-283 129-283 130-210
S3 129-063 129-207 130-190
S4 128-163 128-307 130-129
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% 0-200 0.5% 47% False False 22,510
10 131-180 130-030 1-150 1.1% 0-178 0.4% 47% False False 15,969
20 132-050 129-250 2-120 1.8% 0-178 0.4% 42% False False 10,400
40 132-050 129-130 2-240 2.1% 0-139 0.3% 50% False False 5,288
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 0-030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-235
2.618 132-196
1.618 131-296
1.000 131-160
0.618 131-076
HIGH 130-260
0.618 130-176
0.500 130-150
0.382 130-124
LOW 130-040
0.618 129-224
1.000 129-140
1.618 129-004
2.618 128-104
4.250 127-065
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 130-217 130-215
PP 130-183 130-180
S1 130-150 130-145

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

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