ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 133-185 133-150 -0-035 -0.1% 133-040
High 133-185 133-285 0-100 0.2% 133-270
Low 133-040 133-125 0-085 0.2% 133-005
Close 133-100 133-255 0-155 0.4% 133-260
Range 0-145 0-160 0-015 10.3% 0-265
ATR 0-165 0-167 0-001 0.8% 0-000
Volume 1,197,147 1,326,870 129,723 10.8% 6,033,421
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 135-062 134-318 134-023
R3 134-222 134-158 133-299
R2 134-062 134-062 133-284
R1 133-318 133-318 133-270 134-030
PP 133-222 133-222 133-222 133-238
S1 133-158 133-158 133-240 133-190
S2 133-062 133-062 133-226
S3 132-222 132-318 133-211
S4 132-062 132-158 133-167
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 136-013 135-242 134-086
R3 135-068 134-297 134-013
R2 134-123 134-123 133-309
R1 134-032 134-032 133-284 134-078
PP 133-178 133-178 133-178 133-201
S1 133-087 133-087 133-236 133-132
S2 132-233 132-233 133-211
S3 131-288 132-142 133-187
S4 131-023 131-197 133-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-285 133-040 0-245 0.6% 0-151 0.4% 88% True False 1,155,367
10 133-285 132-175 1-110 1.0% 0-148 0.3% 93% True False 1,128,549
20 133-285 131-190 2-095 1.7% 0-154 0.4% 96% True False 1,028,521
40 133-285 128-245 5-040 3.8% 0-171 0.4% 98% True False 1,015,326
60 133-285 127-230 6-055 4.6% 0-189 0.4% 98% True False 1,031,502
80 133-285 127-230 6-055 4.6% 0-183 0.4% 98% True False 810,180
100 133-285 127-230 6-055 4.6% 0-171 0.4% 98% True False 648,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136-005
2.618 135-064
1.618 134-224
1.000 134-125
0.618 134-064
HIGH 133-285
0.618 133-224
0.500 133-205
0.382 133-186
LOW 133-125
0.618 133-026
1.000 132-285
1.618 132-186
2.618 132-026
4.250 131-085
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 133-238 133-224
PP 133-222 133-193
S1 133-205 133-162

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

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