ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 131-230 131-305 0-075 0.2% 131-185
High 132-045 132-035 -0-010 0.0% 131-290
Low 131-225 131-210 -0-015 0.0% 131-095
Close 131-315 131-250 -0-065 -0.2% 131-215
Range 0-140 0-145 0-005 3.6% 0-195
ATR 0-196 0-192 -0-004 -1.9% 0-000
Volume 795,588 844,730 49,142 6.2% 4,357,463
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 133-067 132-303 132-010
R3 132-242 132-158 131-290
R2 132-097 132-097 131-277
R1 132-013 132-013 131-263 131-302
PP 131-272 131-272 131-272 131-256
S1 131-188 131-188 131-237 131-158
S2 131-127 131-127 131-223
S3 130-302 131-043 131-210
S4 130-157 130-218 131-170
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
5 132-045 131-095 0-270 0.6% 0-128 0.3% 57% False False 820,755
10 132-045 131-000 1-045 0.9% 0-140 0.3% 68% False False 907,526
20 132-045 128-245 3-120 2.6% 0-191 0.5% 89% False False 988,080
40 132-045 127-230 4-135 3.4% 0-204 0.5% 92% False False 1,029,586
60 132-050 127-230 4-140 3.4% 0-191 0.5% 92% False False 716,894
80 132-050 127-230 4-140 3.4% 0-174 0.4% 92% False False 537,774
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134-011
2.618 133-095
1.618 132-270
1.000 132-180
0.618 132-125
HIGH 132-035
0.618 131-300
0.500 131-282
0.382 131-265
LOW 131-210
0.618 131-120
1.000 131-065
1.618 130-295
2.618 130-150
4.250 129-234
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 131-282 131-255
PP 131-272 131-253
S1 131-261 131-252

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

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