ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 126-270 127-120 0-170 0.4% 129-260
High 126-270 127-120 0-170 0.4% 129-260
Low 126-270 127-120 0-170 0.4% 127-210
Close 126-270 127-120 0-170 0.4% 127-210
Range
ATR 0-119 0-122 0-004 3.1% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 127-120 127-120 127-120
R3 127-120 127-120 127-120
R2 127-120 127-120 127-120
R1 127-120 127-120 127-120 127-120
PP 127-120 127-120 127-120 127-120
S1 127-120 127-120 127-120 127-120
S2 127-120 127-120 127-120
S3 127-120 127-120 127-120
S4 127-120 127-120 127-120
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 134-270 133-130 128-270
R3 132-220 131-080 128-080
R2 130-170 130-170 128-016
R1 129-030 129-030 127-273 128-235
PP 128-120 128-120 128-120 128-062
S1 126-300 126-300 127-147 126-185
S2 126-070 126-070 127-084
S3 124-020 124-250 127-020
S4 121-290 122-200 126-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-290 126-270 1-020 0.8% 0-000 0.0% 50% False False 1
10 129-310 126-270 3-040 2.5% 0-000 0.0% 17% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0-000
Fibonacci Retracements and Extensions
4.250 127-120
2.618 127-120
1.618 127-120
1.000 127-120
0.618 127-120
HIGH 127-120
0.618 127-120
0.500 127-120
0.382 127-120
LOW 127-120
0.618 127-120
1.000 127-120
1.618 127-120
2.618 127-120
4.250 127-120
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 127-120 127-092
PP 127-120 127-063
S1 127-120 127-035

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

View Archives - Comment on this page... - Back to Index of Symbols