ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 131-005 130-195 -0-130 -0.3% 130-295
High 131-005 131-065 0-060 0.1% 131-195
Low 130-100 130-165 0-065 0.2% 130-100
Close 130-170 131-030 0-180 0.4% 131-030
Range 0-225 0-220 -0-005 -2.2% 1-095
ATR 0-178 0-181 0-003 1.7% 0-000
Volume 1,225,534 836,892 -388,642 -31.7% 5,810,628
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 133-000 132-235 131-151
R3 132-100 132-015 131-090
R2 131-200 131-200 131-070
R1 131-115 131-115 131-050 131-158
PP 130-300 130-300 130-300 131-001
S1 130-215 130-215 131-010 130-258
S2 130-080 130-080 130-310
S3 129-180 129-315 130-290
S4 128-280 129-095 130-229
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 134-287 134-093 131-258
R3 133-192 132-318 131-144
R2 132-097 132-097 131-106
R1 131-223 131-223 131-068 132-000
PP 131-002 131-002 131-002 131-050
S1 130-128 130-128 130-312 130-225
S2 129-227 129-227 130-274
S3 128-132 129-033 130-236
S4 127-037 127-258 130-122
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% 0-200 0.5% 60% False False 1,162,125
10 131-195 130-030 1-165 1.2% 0-178 0.4% 66% False False 632,114
20 132-050 130-030 2-020 1.6% 0-184 0.4% 48% False False 321,389
40 132-050 129-160 2-210 2.0% 0-158 0.4% 60% False False 161,364
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 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-040
2.618 133-001
1.618 132-101
1.000 131-285
0.618 131-201
HIGH 131-065
0.618 130-301
0.500 130-275
0.382 130-249
LOW 130-165
0.618 130-029
1.000 129-265
1.618 129-129
2.618 128-229
4.250 127-190
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 131-005 131-008
PP 130-300 130-307
S1 130-275 130-285

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

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