ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 131-040 130-290 -0-070 -0.2% 130-280
High 131-080 131-080 0-000 0.0% 131-110
Low 130-270 130-240 -0-030 -0.1% 130-050
Close 130-270 131-020 0-070 0.2% 131-010
Range 0-130 0-160 0-030 23.1% 1-060
ATR 0-133 0-135 0-002 1.4% 0-000
Volume 1,786 1,020 -766 -42.9% 11,604
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 132-167 132-093 131-108
R3 132-007 131-253 131-064
R2 131-167 131-167 131-049
R1 131-093 131-093 131-035 131-130
PP 131-007 131-007 131-007 131-025
S1 130-253 130-253 131-005 130-290
S2 130-167 130-167 130-311
S3 130-007 130-093 130-296
S4 129-167 129-253 130-252
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
5 131-110 130-180 0-250 0.6% 0-138 0.3% 64% False False 2,618
10 131-110 130-050 1-060 0.9% 0-114 0.3% 76% False False 2,568
20 131-110 128-200 2-230 2.1% 0-100 0.2% 90% False False 1,817
40 131-110 126-270 4-160 3.4% 0-061 0.1% 94% False False 964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-120
2.618 132-179
1.618 132-019
1.000 131-240
0.618 131-179
HIGH 131-080
0.618 131-019
0.500 131-000
0.382 130-301
LOW 130-240
0.618 130-141
1.000 130-080
1.618 129-301
2.618 129-141
4.250 128-200
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 131-013 131-013
PP 131-007 131-007
S1 131-000 131-000

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

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