ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 131-085 131-040 -0-045 -0.1% 131-100
High 131-150 131-215 0-065 0.2% 131-235
Low 131-000 131-035 0-035 0.1% 130-285
Close 131-045 131-170 0-125 0.3% 131-170
Range 0-150 0-180 0-030 20.0% 0-270
ATR 0-235 0-231 -0-004 -1.7% 0-000
Volume 1,105,084 917,816 -187,268 -16.9% 5,021,656
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 133-040 132-285 131-269
R3 132-180 132-105 131-220
R2 132-000 132-000 131-203
R1 131-245 131-245 131-186 131-282
PP 131-140 131-140 131-140 131-159
S1 131-065 131-065 131-154 131-102
S2 130-280 130-280 131-137
S3 130-100 130-205 131-120
S4 129-240 130-025 131-071
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 133-293 133-182 131-318
R3 133-023 132-232 131-244
R2 132-073 132-073 131-220
R1 131-282 131-282 131-195 132-018
PP 131-123 131-123 131-123 131-151
S1 131-012 131-012 131-145 131-068
S2 130-173 130-173 131-120
S3 129-223 130-062 131-096
S4 128-273 129-112 131-022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-235 130-285 0-270 0.6% 0-174 0.4% 76% False False 1,004,331
10 131-235 128-245 2-310 2.3% 0-230 0.5% 93% False False 1,074,936
20 131-235 127-230 4-005 3.1% 0-228 0.5% 95% False False 1,072,092
40 131-235 127-230 4-005 3.1% 0-212 0.5% 95% False False 922,947
60 132-050 127-230 4-140 3.4% 0-198 0.5% 86% False False 617,030
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 0-042
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-020
2.618 133-046
1.618 132-186
1.000 132-075
0.618 132-006
HIGH 131-215
0.618 131-146
0.500 131-125
0.382 131-104
LOW 131-035
0.618 130-244
1.000 130-175
1.618 130-064
2.618 129-204
4.250 128-230
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 131-155 131-149
PP 131-140 131-128
S1 131-125 131-108

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

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