ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 131-185 131-200 0-015 0.0% 131-100
High 131-290 131-250 -0-040 -0.1% 131-235
Low 131-150 131-100 -0-050 -0.1% 130-285
Close 131-220 131-135 -0-085 -0.2% 131-170
Range 0-140 0-150 0-010 7.1% 0-270
ATR 0-225 0-220 -0-005 -2.4% 0-000
Volume 984,262 909,740 -74,522 -7.6% 5,021,656
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 132-292 132-203 131-218
R3 132-142 132-053 131-176
R2 131-312 131-312 131-162
R1 131-223 131-223 131-149 131-192
PP 131-162 131-162 131-162 131-146
S1 131-073 131-073 131-121 131-042
S2 131-012 131-012 131-108
S3 130-182 130-243 131-094
S4 130-032 130-093 131-052
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
5 131-290 131-000 0-290 0.7% 0-153 0.4% 47% False False 994,297
10 131-290 128-245 3-045 2.4% 0-210 0.5% 85% False False 1,060,180
20 131-290 127-230 4-060 3.2% 0-212 0.5% 88% False False 1,045,038
40 131-290 127-230 4-060 3.2% 0-208 0.5% 88% False False 969,239
60 132-050 127-230 4-140 3.4% 0-197 0.5% 83% False False 648,591
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-248
2.618 133-003
1.618 132-173
1.000 132-080
0.618 132-023
HIGH 131-250
0.618 131-193
0.500 131-175
0.382 131-157
LOW 131-100
0.618 131-007
1.000 130-270
1.618 130-177
2.618 130-027
4.250 129-102
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 131-175 131-162
PP 131-162 131-153
S1 131-148 131-144

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

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