ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 127-280 128-100 0-140 0.3% 127-000
High 127-280 128-100 0-140 0.3% 127-280
Low 127-280 128-100 0-140 0.3% 126-270
Close 127-280 128-100 0-140 0.3% 127-280
Range
ATR 0-111 0-113 0-002 1.9% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 128-100 128-100 128-100
R3 128-100 128-100 128-100
R2 128-100 128-100 128-100
R1 128-100 128-100 128-100 128-100
PP 128-100 128-100 128-100 128-100
S1 128-100 128-100 128-100 128-100
S2 128-100 128-100 128-100
S3 128-100 128-100 128-100
S4 128-100 128-100 128-100
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 130-200 130-090 128-142
R3 129-190 129-080 128-051
R2 128-180 128-180 128-020
R1 128-070 128-070 127-310 128-125
PP 127-170 127-170 127-170 127-198
S1 127-060 127-060 127-250 127-115
S2 126-160 126-160 127-220
S3 125-150 126-050 127-189
S4 124-140 125-040 127-098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-100 127-120 0-300 0.7% 0-008 0.0% 100% True False 1
10 128-100 126-270 1-150 1.1% 0-004 0.0% 100% True 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
4.250 128-100
2.618 128-100
1.618 128-100
1.000 128-100
0.618 128-100
HIGH 128-100
0.618 128-100
0.500 128-100
0.382 128-100
LOW 128-100
0.618 128-100
1.000 128-100
1.618 128-100
2.618 128-100
4.250 128-100
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 128-100 128-077
PP 128-100 128-053
S1 128-100 128-030

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

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