ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 131-090 131-100 0-010 0.0% 130-170
High 131-195 131-150 -0-045 -0.1% 131-000
Low 131-060 130-230 -0-150 -0.4% 130-030
Close 131-125 130-305 -0-140 -0.3% 130-300
Range 0-135 0-240 0-105 77.8% 0-290
ATR 0-170 0-175 0-005 3.0% 0-000
Volume 1,096,957 1,456,845 359,888 32.8% 495,494
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 133-095 132-280 131-117
R3 132-175 132-040 131-051
R2 131-255 131-255 131-029
R1 131-120 131-120 131-007 131-068
PP 131-015 131-015 131-015 130-309
S1 130-200 130-200 130-283 130-148
S2 130-095 130-095 130-261
S3 129-175 129-280 130-239
S4 128-255 129-040 130-173
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
5 131-195 130-150 1-045 0.9% 0-163 0.4% 42% False False 836,152
10 131-195 130-030 1-165 1.2% 0-182 0.4% 57% False False 429,331
20 132-050 130-030 2-020 1.6% 0-170 0.4% 42% False False 218,720
40 132-050 129-160 2-210 2.0% 0-150 0.4% 55% False False 109,805
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 134-210
2.618 133-138
1.618 132-218
1.000 132-070
0.618 131-298
HIGH 131-150
0.618 131-058
0.500 131-030
0.382 131-002
LOW 130-230
0.618 130-082
1.000 129-310
1.618 129-162
2.618 128-242
4.250 127-170
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 131-030 131-052
PP 131-015 131-030
S1 131-000 131-008

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

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