ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 131-135 131-055 -0-080 -0.2% 130-295
High 131-135 131-085 -0-050 -0.1% 131-195
Low 131-045 130-265 -0-100 -0.2% 130-100
Close 131-070 130-290 -0-100 -0.2% 131-030
Range 0-090 0-140 0-050 55.6% 1-095
ATR 0-176 0-173 -0-003 -1.4% 0-000
Volume 772,941 778,771 5,830 0.8% 5,810,628
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 132-100 132-015 131-047
R3 131-280 131-195 131-008
R2 131-140 131-140 130-316
R1 131-055 131-055 130-303 131-028
PP 131-000 131-000 131-000 130-306
S1 130-235 130-235 130-277 130-208
S2 130-180 130-180 130-264
S3 130-040 130-095 130-252
S4 129-220 129-275 130-213
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
5 131-165 130-165 1-000 0.8% 0-164 0.4% 39% False False 803,564
10 131-195 130-100 1-095 1.0% 0-169 0.4% 46% False False 932,013
20 131-195 130-030 1-165 1.2% 0-176 0.4% 54% False False 478,647
40 132-050 129-160 2-210 2.0% 0-167 0.4% 53% False False 240,886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-040
2.618 132-132
1.618 131-312
1.000 131-225
0.618 131-172
HIGH 131-085
0.618 131-032
0.500 131-015
0.382 130-318
LOW 130-265
0.618 130-178
1.000 130-125
1.618 130-038
2.618 129-218
4.250 128-310
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 131-015 131-050
PP 131-000 131-023
S1 130-305 130-317

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

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