ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 130-310 131-040 0-050 0.1% 130-280
High 131-070 131-080 0-010 0.0% 131-110
Low 130-310 130-270 -0-040 -0.1% 130-050
Close 131-060 130-270 -0-110 -0.3% 131-010
Range 0-080 0-130 0-050 62.5% 1-060
ATR 0-134 0-133 0-000 -0.2% 0-000
Volume 2,806 1,786 -1,020 -36.4% 11,604
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 132-063 131-297 131-022
R3 131-253 131-167 130-306
R2 131-123 131-123 130-294
R1 131-037 131-037 130-282 131-015
PP 130-313 130-313 130-313 130-302
S1 130-227 130-227 130-258 130-205
S2 130-183 130-183 130-246
S3 130-053 130-097 130-234
S4 129-243 129-287 130-198
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% 0-156 0.4% 58% False False 2,796
10 131-110 130-050 1-060 0.9% 0-108 0.3% 58% False False 2,624
20 131-110 128-010 3-100 2.5% 0-093 0.2% 85% False False 1,772
40 131-110 126-270 4-160 3.4% 0-057 0.1% 89% False False 939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-312
2.618 132-100
1.618 131-290
1.000 131-210
0.618 131-160
HIGH 131-080
0.618 131-030
0.500 131-015
0.382 131-000
LOW 130-270
0.618 130-190
1.000 130-140
1.618 130-060
2.618 129-250
4.250 129-038
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 131-015 131-025
PP 130-313 131-000
S1 130-292 130-295

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

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