ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 134-245 134-065 -0-180 -0.4% 135-210
High 134-245 134-200 -0-045 -0.1% 135-270
Low 134-025 133-275 -0-070 -0.2% 134-015
Close 134-035 134-180 0-145 0.3% 134-110
Range 0-220 0-245 0-025 11.4% 1-255
ATR 0-218 0-220 0-002 0.9% 0-000
Volume 7,287 8,761 1,474 20.2% 181,152
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 136-207 136-118 134-315
R3 135-282 135-193 134-247
R2 135-037 135-037 134-225
R1 134-268 134-268 134-202 134-312
PP 134-112 134-112 134-112 134-134
S1 134-023 134-023 134-158 134-068
S2 133-187 133-187 134-135
S3 132-262 133-098 134-113
S4 132-017 132-173 134-045
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% 0-247 0.6% 71% False False 12,919
10 135-290 133-140 2-150 1.8% 0-252 0.6% 46% False False 79,660
20 135-290 133-005 2-285 2.1% 0-217 0.5% 54% False False 745,808
40 135-290 131-060 4-230 3.5% 0-183 0.4% 72% False False 842,095
60 135-290 127-230 8-060 6.1% 0-193 0.4% 84% False False 909,742
80 135-290 127-230 8-060 6.1% 0-196 0.5% 84% False False 905,667
100 135-290 127-230 8-060 6.1% 0-191 0.4% 84% False False 725,993
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 0-056
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-281
2.618 136-201
1.618 135-276
1.000 135-125
0.618 135-031
HIGH 134-200
0.618 134-106
0.500 134-078
0.382 134-049
LOW 133-275
0.618 133-124
1.000 133-030
1.618 132-199
2.618 131-274
4.250 130-194
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 134-146 134-132
PP 134-112 134-083
S1 134-078 134-035

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

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