ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 130-295 131-090 0-115 0.3% 130-170
High 131-140 131-195 0-055 0.1% 131-000
Low 130-280 131-060 0-100 0.2% 130-030
Close 131-110 131-125 0-015 0.0% 130-300
Range 0-180 0-135 -0-045 -25.0% 0-290
ATR 0-172 0-170 -0-003 -1.6% 0-000
Volume 1,194,400 1,096,957 -97,443 -8.2% 495,494
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-212 132-143 131-199
R3 132-077 132-008 131-162
R2 131-262 131-262 131-150
R1 131-193 131-193 131-137 131-228
PP 131-127 131-127 131-127 131-144
S1 131-058 131-058 131-113 131-092
S2 130-312 130-312 131-100
S3 130-177 130-243 131-088
S4 130-042 130-108 131-051
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
5 131-195 130-040 1-155 1.1% 0-159 0.4% 85% True False 554,814
10 131-195 130-030 1-165 1.2% 0-170 0.4% 86% True False 284,321
20 132-050 130-030 2-020 1.6% 0-166 0.4% 63% False False 146,216
40 132-050 129-160 2-210 2.0% 0-145 0.3% 71% False False 73,385
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-129
2.618 132-228
1.618 132-093
1.000 132-010
0.618 131-278
HIGH 131-195
0.618 131-143
0.500 131-128
0.382 131-112
LOW 131-060
0.618 130-297
1.000 130-245
1.618 130-162
2.618 130-027
4.250 129-126
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 131-128 131-101
PP 131-127 131-077
S1 131-126 131-052

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

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