ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 130-270 131-135 0-185 0.4% 130-295
High 131-165 131-135 -0-030 -0.1% 131-195
Low 130-255 131-045 0-110 0.3% 130-100
Close 131-135 131-070 -0-065 -0.2% 131-030
Range 0-230 0-090 -0-140 -60.9% 1-095
ATR 0-182 0-176 -0-007 -3.6% 0-000
Volume 891,675 772,941 -118,734 -13.3% 5,810,628
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 132-033 131-302 131-120
R3 131-263 131-212 131-095
R2 131-173 131-173 131-086
R1 131-122 131-122 131-078 131-102
PP 131-083 131-083 131-083 131-074
S1 131-032 131-032 131-062 131-012
S2 130-313 130-313 131-054
S3 130-223 130-262 131-045
S4 130-133 130-172 131-020
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
5 131-165 130-100 1-065 0.9% 0-181 0.4% 75% False False 892,917
10 131-195 130-100 1-095 1.0% 0-172 0.4% 70% False False 864,535
20 131-195 130-030 1-165 1.2% 0-175 0.4% 74% False False 440,252
40 132-050 129-160 2-210 2.0% 0-165 0.4% 65% False False 221,417
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 132-198
2.618 132-051
1.618 131-281
1.000 131-225
0.618 131-191
HIGH 131-135
0.618 131-101
0.500 131-090
0.382 131-079
LOW 131-045
0.618 130-309
1.000 130-275
1.618 130-219
2.618 130-129
4.250 129-302
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 131-090 131-063
PP 131-083 131-057
S1 131-077 131-050

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

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