ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 131-020 131-240 0-220 0.5% 130-310
High 131-200 131-290 0-090 0.2% 131-200
Low 130-290 131-160 0-190 0.5% 130-240
Close 131-180 131-180 0-000 0.0% 131-180
Range 0-230 0-130 -0-100 -43.5% 0-280
ATR 0-140 0-139 -0-001 -0.5% 0-000
Volume 2,890 3,962 1,072 37.1% 12,392
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 132-280 132-200 131-252
R3 132-150 132-070 131-216
R2 132-020 132-020 131-204
R1 131-260 131-260 131-192 131-235
PP 131-210 131-210 131-210 131-198
S1 131-130 131-130 131-168 131-105
S2 131-080 131-080 131-156
S3 130-270 131-000 131-144
S4 130-140 130-190 131-108
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 133-300 133-200 132-014
R3 133-020 132-240 131-257
R2 132-060 132-060 131-231
R1 131-280 131-280 131-206 132-010
PP 131-100 131-100 131-100 131-125
S1 131-000 131-000 131-154 131-050
S2 130-140 130-140 131-129
S3 129-180 130-040 131-103
S4 128-220 129-080 131-026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-290 130-240 1-050 0.9% 0-150 0.4% 70% True False 2,709
10 131-290 130-050 1-240 1.3% 0-145 0.3% 80% True False 2,758
20 131-290 129-300 1-310 1.5% 0-116 0.3% 83% True False 2,328
40 131-290 126-270 5-020 3.8% 0-072 0.2% 93% True False 1,233
Crabel Price Patterns
NR True
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 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-202
2.618 132-310
1.618 132-180
1.000 132-100
0.618 132-050
HIGH 131-290
0.618 131-240
0.500 131-225
0.382 131-210
LOW 131-160
0.618 131-080
1.000 131-030
1.618 130-270
2.618 130-140
4.250 129-248
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 131-225 131-160
PP 131-210 131-140
S1 131-195 131-120

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

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