ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 134-045 134-125 0-080 0.2% 135-210
High 134-140 135-005 0-185 0.4% 135-270
Low 134-020 134-105 0-085 0.2% 134-015
Close 134-095 134-110 0-015 0.0% 134-110
Range 0-120 0-220 0-100 83.3% 1-255
ATR 0-199 0-201 0-002 1.1% 0-000
Volume 22,111 12,970 -9,141 -41.3% 181,152
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 136-200 136-055 134-231
R3 135-300 135-155 134-170
R2 135-080 135-080 134-150
R1 134-255 134-255 134-130 134-218
PP 134-180 134-180 134-180 134-161
S1 134-035 134-035 134-090 133-318
S2 133-280 133-280 134-070
S3 133-060 133-135 134-050
S4 132-160 132-235 133-309
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 140-043 139-012 135-106
R3 138-108 137-077 134-268
R2 136-173 136-173 134-215
R1 135-142 135-142 134-163 135-030
PP 134-238 134-238 134-238 134-182
S1 133-207 133-207 134-057 133-095
S2 132-303 132-303 134-005
S3 131-048 131-272 133-272
S4 129-113 130-017 133-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-270 134-015 1-255 1.3% 0-209 0.5% 17% False False 36,230
10 135-290 133-105 2-185 1.9% 0-233 0.5% 39% False False 589,248
20 135-290 132-280 3-010 2.3% 0-191 0.4% 48% False False 893,680
40 135-290 131-035 4-255 3.6% 0-172 0.4% 67% False False 911,652
60 135-290 127-230 8-060 6.1% 0-192 0.4% 81% False False 974,595
80 135-290 127-230 8-060 6.1% 0-192 0.4% 81% False False 905,918
100 135-290 127-230 8-060 6.1% 0-186 0.4% 81% False False 725,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-300
2.618 136-261
1.618 136-041
1.000 135-225
0.618 135-141
HIGH 135-005
0.618 134-241
0.500 134-215
0.382 134-189
LOW 134-105
0.618 133-289
1.000 133-205
1.618 133-069
2.618 132-169
4.250 131-130
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 134-215 134-170
PP 134-180 134-150
S1 134-145 134-130

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

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