ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 131-195 131-210 0-015 0.0% 131-185
High 131-260 131-250 -0-010 0.0% 131-290
Low 131-135 131-145 0-010 0.0% 131-095
Close 131-245 131-215 -0-030 -0.1% 131-215
Range 0-125 0-105 -0-020 -16.0% 0-195
ATR 0-207 0-199 -0-007 -3.5% 0-000
Volume 979,928 696,774 -283,154 -28.9% 4,357,463
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 132-198 132-152 131-273
R3 132-093 132-047 131-244
R2 131-308 131-308 131-234
R1 131-262 131-262 131-225 131-285
PP 131-203 131-203 131-203 131-215
S1 131-157 131-157 131-205 131-180
S2 131-098 131-098 131-196
S3 130-313 131-052 131-186
S4 130-208 130-267 131-157
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 133-145 133-055 132-002
R3 132-270 132-180 131-269
R2 132-075 132-075 131-251
R1 131-305 131-305 131-233 132-030
PP 131-200 131-200 131-200 131-222
S1 131-110 131-110 131-197 131-155
S2 131-005 131-005 131-179
S3 130-130 130-235 131-161
S4 129-255 130-040 131-108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-290 131-095 0-195 0.5% 0-129 0.3% 62% False False 871,492
10 131-290 130-285 1-005 0.8% 0-152 0.4% 77% False False 937,911
20 131-290 128-180 3-110 2.5% 0-197 0.5% 93% False False 999,105
40 131-290 127-230 4-060 3.2% 0-204 0.5% 94% False False 1,026,652
60 132-050 127-230 4-140 3.4% 0-191 0.5% 89% False False 689,609
80 132-050 127-230 4-140 3.4% 0-173 0.4% 89% False False 517,270
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 133-056
2.618 132-205
1.618 132-100
1.000 132-035
0.618 131-315
HIGH 131-250
0.618 131-210
0.500 131-198
0.382 131-185
LOW 131-145
0.618 131-080
1.000 131-040
1.618 130-295
2.618 130-190
4.250 130-019
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 131-209 131-202
PP 131-203 131-190
S1 131-198 131-178

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

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