ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 130-080 130-230 0-150 0.4% 130-290
High 130-260 131-000 0-060 0.1% 131-180
Low 130-040 130-150 0-110 0.3% 130-110
Close 130-250 130-300 0-050 0.1% 130-220
Range 0-220 0-170 -0-050 -22.7% 1-070
ATR 0-179 0-178 -0-001 -0.4% 0-000
Volume 50,154 103,983 53,829 107.3% 62,881
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-127 132-063 131-074
R3 131-277 131-213 131-027
R2 131-107 131-107 131-011
R1 131-043 131-043 130-316 131-075
PP 130-257 130-257 130-257 130-272
S1 130-193 130-193 130-284 130-225
S2 130-087 130-087 130-269
S3 129-237 130-023 130-253
S4 129-067 129-173 130-206
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
5 131-170 130-030 1-140 1.1% 0-198 0.5% 59% False False 41,853
10 131-180 130-030 1-150 1.1% 0-183 0.4% 57% False False 25,282
20 132-050 130-030 2-020 1.6% 0-166 0.4% 41% False False 15,522
40 132-050 129-160 2-210 2.0% 0-143 0.3% 54% False False 7,888
Crabel Price Patterns
NR True
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 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-082
2.618 132-125
1.618 131-275
1.000 131-170
0.618 131-105
HIGH 131-000
0.618 130-255
0.500 130-235
0.382 130-215
LOW 130-150
0.618 130-045
1.000 129-300
1.618 129-195
2.618 129-025
4.250 128-068
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 130-278 130-258
PP 130-257 130-217
S1 130-235 130-175

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

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