ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 131-100 131-005 -0-095 -0.2% 130-170
High 131-150 131-005 -0-145 -0.3% 131-000
Low 130-230 130-100 -0-130 -0.3% 130-030
Close 130-305 130-170 -0-135 -0.3% 130-300
Range 0-240 0-225 -0-015 -6.3% 0-290
ATR 0-175 0-178 0-004 2.1% 0-000
Volume 1,456,845 1,225,534 -231,311 -15.9% 495,494
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 132-233 132-107 130-294
R3 132-008 131-202 130-232
R2 131-103 131-103 130-211
R1 130-297 130-297 130-191 130-248
PP 130-198 130-198 130-198 130-174
S1 130-072 130-072 130-149 130-022
S2 129-293 129-293 130-129
S3 129-068 129-167 130-108
S4 128-163 128-262 130-046
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
5 131-195 130-100 1-095 1.0% 0-174 0.4% 17% False True 1,060,463
10 131-195 130-030 1-165 1.2% 0-186 0.4% 29% False False 551,158
20 132-050 130-030 2-020 1.6% 0-176 0.4% 21% False False 279,784
40 132-050 129-160 2-210 2.0% 0-153 0.4% 39% False False 140,444
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-001
2.618 132-274
1.618 132-049
1.000 131-230
0.618 131-144
HIGH 131-005
0.618 130-239
0.500 130-212
0.382 130-186
LOW 130-100
0.618 129-281
1.000 129-195
1.618 129-056
2.618 128-151
4.250 127-104
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 130-212 130-308
PP 130-198 130-262
S1 130-184 130-216

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

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