ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 130-260 130-295 0-035 0.1% 130-170
High 131-000 131-140 0-140 0.3% 131-000
Low 130-230 130-280 0-050 0.1% 130-030
Close 130-300 131-110 0-130 0.3% 130-300
Range 0-090 0-180 0-090 100.0% 0-290
ATR 0-172 0-172 0-001 0.3% 0-000
Volume 328,579 1,194,400 865,821 263.5% 495,494
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-290 132-220 131-209
R3 132-110 132-040 131-160
R2 131-250 131-250 131-143
R1 131-180 131-180 131-126 131-215
PP 131-070 131-070 131-070 131-088
S1 131-000 131-000 131-094 131-035
S2 130-210 130-210 131-077
S3 130-030 130-140 131-060
S4 129-170 129-280 131-011
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 133-127 133-023 131-140
R3 132-157 132-053 131-060
R2 131-187 131-187 131-033
R1 131-083 131-083 131-007 131-135
PP 130-217 130-217 130-217 130-242
S1 130-113 130-113 130-273 130-165
S2 129-247 129-247 130-247
S3 128-277 129-143 130-220
S4 127-307 128-173 130-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-140 130-030 1-110 1.0% 0-162 0.4% 93% True False 337,978
10 131-180 130-030 1-150 1.1% 0-172 0.4% 85% False False 175,277
20 132-050 130-030 2-020 1.6% 0-164 0.4% 61% False False 91,510
40 132-050 129-160 2-210 2.0% 0-143 0.3% 69% False False 45,962
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 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-265
2.618 132-291
1.618 132-111
1.000 132-000
0.618 131-251
HIGH 131-140
0.618 131-071
0.500 131-050
0.382 131-029
LOW 130-280
0.618 130-169
1.000 130-100
1.618 129-309
2.618 129-129
4.250 128-155
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 131-090 131-068
PP 131-070 131-027
S1 131-050 130-305

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

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