ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 133-300 134-245 0-265 0.6% 135-210
High 134-250 134-245 -0-005 0.0% 135-270
Low 133-140 134-025 0-205 0.5% 134-015
Close 134-205 134-035 -0-170 -0.4% 134-110
Range 1-110 0-220 -0-210 -48.8% 1-255
ATR 0-217 0-218 0-000 0.1% 0-000
Volume 13,467 7,287 -6,180 -45.9% 181,152
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 136-122 135-298 134-156
R3 135-222 135-078 134-096
R2 135-002 135-002 134-075
R1 134-178 134-178 134-055 134-140
PP 134-102 134-102 134-102 134-082
S1 133-278 133-278 134-015 133-240
S2 133-202 133-202 133-315
S3 132-302 133-058 133-294
S4 132-082 132-158 133-234
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
5 135-005 133-140 1-185 1.2% 0-250 0.6% 43% False False 21,854
10 135-290 133-140 2-150 1.8% 0-263 0.6% 27% False False 232,620
20 135-290 133-005 2-285 2.2% 0-211 0.5% 38% False False 807,896
40 135-290 131-060 4-230 3.5% 0-181 0.4% 62% False False 864,619
60 135-290 127-230 8-060 6.1% 0-194 0.5% 78% False False 929,481
80 135-290 127-230 8-060 6.1% 0-195 0.5% 78% False False 905,745
100 135-290 127-230 8-060 6.1% 0-190 0.4% 78% False False 725,906
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-220
2.618 136-181
1.618 135-281
1.000 135-145
0.618 135-061
HIGH 134-245
0.618 134-161
0.500 134-135
0.382 134-109
LOW 134-025
0.618 133-209
1.000 133-125
1.618 132-309
2.618 132-089
4.250 131-050
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 134-135 134-072
PP 134-102 134-060
S1 134-068 134-048

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

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