ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 131-040 131-185 0-145 0.3% 131-100
High 131-215 131-290 0-075 0.2% 131-235
Low 131-035 131-150 0-115 0.3% 130-285
Close 131-170 131-220 0-050 0.1% 131-170
Range 0-180 0-140 -0-040 -22.2% 0-270
ATR 0-231 0-225 -0-007 -2.8% 0-000
Volume 917,816 984,262 66,446 7.2% 5,021,656
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 133-000 132-250 131-297
R3 132-180 132-110 131-258
R2 132-040 132-040 131-246
R1 131-290 131-290 131-233 132-005
PP 131-220 131-220 131-220 131-238
S1 131-150 131-150 131-207 131-185
S2 131-080 131-080 131-194
S3 130-260 131-010 131-182
S4 130-120 130-190 131-143
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
5 131-290 130-295 0-315 0.7% 0-175 0.4% 78% True False 1,089,156
10 131-290 128-245 3-045 2.4% 0-219 0.5% 93% True False 1,066,078
20 131-290 127-230 4-060 3.2% 0-222 0.5% 95% True False 1,059,204
40 131-290 127-230 4-060 3.2% 0-208 0.5% 95% True False 946,871
60 132-050 127-230 4-140 3.4% 0-196 0.5% 89% False False 633,431
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-040
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-245
2.618 133-017
1.618 132-197
1.000 132-110
0.618 132-057
HIGH 131-290
0.618 131-237
0.500 131-220
0.382 131-203
LOW 131-150
0.618 131-063
1.000 131-010
1.618 130-243
2.618 130-103
4.250 129-195
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 131-220 131-195
PP 131-220 131-170
S1 131-220 131-145

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

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