ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary
Previous Current
27-Apr-2012 30-Apr-2012 Change Change % Previous Week
Open 131-000 130-310 -0-010 0.0% 130-280
High 131-110 131-070 -0-040 -0.1% 131-110
Low 130-260 130-310 0-050 0.1% 130-050
Close 131-010 131-060 0-050 0.1% 131-010
Range 0-170 0-080 -0-090 -52.9% 1-060
ATR 0-138 0-134 -0-004 -3.0% 0-000
Volume 2,219 2,806 587 26.5% 11,604
Daily Pivots for day following 30-Apr-2012
Classic Woodie Camarilla DeMark
R4 131-280 131-250 131-104
R3 131-200 131-170 131-082
R2 131-120 131-120 131-075
R1 131-090 131-090 131-067 131-105
PP 131-040 131-040 131-040 131-048
S1 131-010 131-010 131-053 131-025
S2 130-280 130-280 131-045
S3 130-200 130-250 131-038
S4 130-120 130-170 131-016
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 134-130 133-290 131-219
R3 133-070 132-230 131-114
R2 132-010 132-010 131-080
R1 131-170 131-170 131-045 131-250
PP 130-270 130-270 130-270 130-310
S1 130-110 130-110 130-295 130-190
S2 129-210 129-210 130-260
S3 128-150 129-050 130-226
S4 127-090 127-310 130-121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-110 130-050 1-060 0.9% 0-140 0.3% 87% False False 2,807
10 131-110 130-050 1-060 0.9% 0-099 0.2% 87% False False 2,510
20 131-110 127-210 3-220 2.8% 0-101 0.2% 96% False False 1,703
40 131-110 126-270 4-160 3.4% 0-054 0.1% 97% False False 894
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-090
2.618 131-279
1.618 131-199
1.000 131-150
0.618 131-119
HIGH 131-070
0.618 131-039
0.500 131-030
0.382 131-021
LOW 130-310
0.618 130-261
1.000 130-230
1.618 130-181
2.618 130-101
4.250 129-290
Fisher Pivots for day following 30-Apr-2012
Pivot 1 day 3 day
R1 131-050 131-035
PP 131-040 131-010
S1 131-030 130-305

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

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