ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 25-Apr-2012
Day Change Summary
Previous Current
24-Apr-2012 25-Apr-2012 Change Change % Previous Week
Open 131-305 131-220 -0-085 -0.2% 131-185
High 132-035 131-250 -0-105 -0.2% 131-290
Low 131-210 131-060 -0-150 -0.4% 131-095
Close 131-250 131-220 -0-030 -0.1% 131-215
Range 0-145 0-190 0-045 31.0% 0-195
ATR 0-192 0-192 0-000 -0.1% 0-000
Volume 844,730 1,233,201 388,471 46.0% 4,357,463
Daily Pivots for day following 25-Apr-2012
Classic Woodie Camarilla DeMark
R4 133-107 133-033 132-004
R3 132-237 132-163 131-272
R2 132-047 132-047 131-255
R1 131-293 131-293 131-237 131-315
PP 131-177 131-177 131-177 131-188
S1 131-103 131-103 131-203 131-125
S2 130-307 130-307 131-185
S3 130-117 130-233 131-168
S4 129-247 130-043 131-116
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
5 132-045 131-060 0-305 0.7% 0-141 0.3% 52% False True 910,044
10 132-045 131-000 1-045 0.9% 0-145 0.3% 60% False False 925,388
20 132-045 128-245 3-120 2.6% 0-188 0.4% 87% False False 1,002,130
40 132-045 127-230 4-135 3.4% 0-206 0.5% 90% False False 1,032,992
60 132-050 127-230 4-140 3.4% 0-192 0.5% 89% False False 737,400
80 132-050 127-230 4-140 3.4% 0-175 0.4% 89% False False 553,188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 134-098
2.618 133-107
1.618 132-237
1.000 132-120
0.618 132-047
HIGH 131-250
0.618 131-177
0.500 131-155
0.382 131-133
LOW 131-060
0.618 130-263
1.000 130-190
1.618 130-073
2.618 129-203
4.250 128-212
Fisher Pivots for day following 25-Apr-2012
Pivot 1 day 3 day
R1 131-198 131-218
PP 131-177 131-215
S1 131-155 131-212

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

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