ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 129-300 129-300 0-000 0.0% 128-130
High 129-310 130-150 0-160 0.4% 129-280
Low 129-300 129-300 0-000 0.0% 127-210
Close 129-310 130-140 0-150 0.4% 129-280
Range 0-010 0-170 0-160 1,600.0% 2-070
ATR 0-137 0-139 0-002 1.7% 0-000
Volume 46 206 160 347.8% 1,009
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 131-280 131-220 130-234
R3 131-110 131-050 130-187
R2 130-260 130-260 130-171
R1 130-200 130-200 130-156 130-230
PP 130-090 130-090 130-090 130-105
S1 130-030 130-030 130-124 130-060
S2 129-240 129-240 130-109
S3 129-070 129-180 130-093
S4 128-220 129-010 130-046
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 135-253 135-017 131-030
R3 133-183 132-267 130-155
R2 131-113 131-113 130-090
R1 130-197 130-197 130-025 130-315
PP 129-043 129-043 129-043 129-102
S1 128-127 128-127 129-215 128-245
S2 126-293 126-293 129-150
S3 124-223 126-057 129-085
S4 122-153 123-307 128-210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-150 128-010 2-140 1.9% 0-068 0.2% 99% True False 170
10 130-150 127-210 2-260 2.2% 0-072 0.2% 99% True False 295
20 130-150 126-270 3-200 2.8% 0-038 0.1% 99% True False 148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132-232
2.618 131-275
1.618 131-105
1.000 131-000
0.618 130-255
HIGH 130-150
0.618 130-085
0.500 130-065
0.382 130-045
LOW 129-300
0.618 129-195
1.000 129-130
1.618 129-025
2.618 128-175
4.250 127-218
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 130-115 130-095
PP 130-090 130-050
S1 130-065 130-005

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

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