ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 131-220 131-230 0-010 0.0% 131-185
High 131-250 132-040 0-110 0.3% 131-290
Low 131-060 131-190 0-130 0.3% 131-095
Close 131-220 131-295 0-075 0.2% 131-215
Range 0-190 0-170 -0-020 -10.5% 0-195
ATR 0-192 0-190 -0-002 -0.8% 0-000
Volume 1,233,201 1,091,669 -141,532 -11.5% 4,357,463
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 133-152 133-073 132-068
R3 132-302 132-223 132-022
R2 132-132 132-132 132-006
R1 132-053 132-053 131-311 132-092
PP 131-282 131-282 131-282 131-301
S1 131-203 131-203 131-279 131-242
S2 131-112 131-112 131-264
S3 130-262 131-033 131-248
S4 130-092 130-183 131-202
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% 0-150 0.4% 77% False False 932,392
10 132-045 131-035 1-010 0.8% 0-147 0.3% 79% False False 924,046
20 132-045 128-245 3-120 2.6% 0-188 0.4% 94% False False 1,004,695
40 132-045 127-230 4-135 3.4% 0-204 0.5% 95% False False 1,023,862
60 132-050 127-230 4-140 3.4% 0-192 0.5% 95% False False 755,481
80 132-050 127-230 4-140 3.4% 0-177 0.4% 95% False False 566,834
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-122
2.618 133-165
1.618 132-315
1.000 132-210
0.618 132-145
HIGH 132-040
0.618 131-295
0.500 131-275
0.382 131-255
LOW 131-190
0.618 131-085
1.000 131-020
1.618 130-235
2.618 130-065
4.250 129-108
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 131-288 131-267
PP 131-282 131-238
S1 131-275 131-210

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

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