ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 132-250 132-205 -0-045 -0.1% 132-045
High 133-020 133-040 0-020 0.0% 132-225
Low 132-195 132-190 -0-005 0.0% 131-275
Close 132-205 132-295 0-090 0.2% 132-205
Range 0-145 0-170 0-025 17.2% 0-270
ATR 0-179 0-179 -0-001 -0.4% 0-000
Volume 630,881 986,618 355,737 56.4% 4,395,924
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 134-152 134-073 133-068
R3 133-302 133-223 133-022
R2 133-132 133-132 133-006
R1 133-053 133-053 132-311 133-092
PP 132-282 132-282 132-282 132-301
S1 132-203 132-203 132-279 132-242
S2 132-112 132-112 132-264
S3 131-262 132-033 132-248
S4 131-092 131-183 132-202
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 134-298 134-202 133-034
R3 134-028 133-252 132-279
R2 133-078 133-078 132-254
R1 132-302 132-302 132-230 133-030
PP 132-128 132-128 132-128 132-152
S1 132-032 132-032 132-180 132-080
S2 131-178 131-178 132-156
S3 130-228 131-082 132-131
S4 129-278 130-132 132-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-040 131-275 1-085 1.0% 0-168 0.4% 84% True False 923,742
10 133-040 131-060 1-300 1.5% 0-166 0.4% 90% True False 930,657
20 133-040 131-000 2-040 1.6% 0-154 0.4% 90% True False 919,091
40 133-040 127-230 5-130 4.1% 0-203 0.5% 96% True False 1,028,920
60 133-040 127-230 5-130 4.1% 0-193 0.5% 96% True False 870,713
80 133-040 127-230 5-130 4.1% 0-186 0.4% 96% True False 654,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-122
2.618 134-165
1.618 133-315
1.000 133-210
0.618 133-145
HIGH 133-040
0.618 132-295
0.500 132-275
0.382 132-255
LOW 132-190
0.618 132-085
1.000 132-020
1.618 131-235
2.618 131-065
4.250 130-108
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 132-288 132-256
PP 132-282 132-217
S1 132-275 132-178

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

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