ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 131-200 131-150 -0-050 -0.1% 131-100
High 131-250 131-220 -0-030 -0.1% 131-235
Low 131-100 131-095 -0-005 0.0% 130-285
Close 131-135 131-180 0-045 0.1% 131-170
Range 0-150 0-125 -0-025 -16.7% 0-270
ATR 0-220 0-213 -0-007 -3.1% 0-000
Volume 909,740 786,759 -122,981 -13.5% 5,021,656
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 132-220 132-165 131-249
R3 132-095 132-040 131-214
R2 131-290 131-290 131-203
R1 131-235 131-235 131-191 131-262
PP 131-165 131-165 131-165 131-179
S1 131-110 131-110 131-169 131-138
S2 131-040 131-040 131-157
S3 130-235 130-305 131-146
S4 130-110 130-180 131-111
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% 0-149 0.4% 62% False False 940,732
10 131-290 128-245 3-045 2.4% 0-182 0.4% 89% False False 1,006,362
20 131-290 127-265 4-025 3.1% 0-208 0.5% 92% False False 1,027,567
40 131-290 127-230 4-060 3.2% 0-208 0.5% 92% False False 988,588
60 132-050 127-230 4-140 3.4% 0-196 0.5% 87% False False 661,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 133-111
2.618 132-227
1.618 132-102
1.000 132-025
0.618 131-297
HIGH 131-220
0.618 131-172
0.500 131-158
0.382 131-143
LOW 131-095
0.618 131-018
1.000 130-290
1.618 130-213
2.618 130-088
4.250 129-204
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 131-172 131-192
PP 131-165 131-188
S1 131-158 131-184

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

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