ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 130-235 129-315 -0-240 -0.6% 131-045
High 130-255 130-010 -0-245 -0.6% 131-165
Low 129-305 128-200 -1-105 -1.0% 130-170
Close 130-040 128-245 -1-115 -1.0% 130-230
Range 0-270 1-130 0-180 66.7% 0-315
ATR 0-176 0-198 0-022 12.3% 0-000
Volume 1,186,926 1,738,099 551,173 46.4% 4,149,351
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 133-115 132-150 129-172
R3 131-305 131-020 129-049
R2 130-175 130-175 129-008
R1 129-210 129-210 128-286 129-128
PP 129-045 129-045 129-045 129-004
S1 128-080 128-080 128-204 127-318
S2 127-235 127-235 128-162
S3 126-105 126-270 128-121
S4 124-295 125-140 127-318
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 133-280 133-090 131-083
R3 132-285 132-095 130-317
R2 131-290 131-290 130-288
R1 131-100 131-100 130-259 131-038
PP 130-295 130-295 130-295 130-264
S1 130-105 130-105 130-201 130-042
S2 129-300 129-300 130-172
S3 128-305 129-110 130-143
S4 127-310 128-115 130-057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-085 128-200 2-205 2.1% 0-229 0.6% 5% False True 1,047,968
10 131-165 128-200 2-285 2.2% 0-205 0.5% 5% False True 970,442
20 131-195 128-200 2-315 2.3% 0-193 0.5% 5% False True 699,887
40 132-050 128-200 3-170 2.7% 0-178 0.4% 4% False True 352,364
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 0-019
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 136-002
2.618 133-228
1.618 132-098
1.000 131-140
0.618 130-288
HIGH 130-010
0.618 129-158
0.500 129-105
0.382 129-052
LOW 128-200
0.618 127-242
1.000 127-070
1.618 126-112
2.618 124-302
4.250 122-208
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 129-105 129-282
PP 129-045 129-163
S1 128-305 129-044

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

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