ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 131-280 131-290 0-010 0.0% 130-310
High 132-060 131-290 -0-090 -0.2% 131-200
Low 131-250 131-140 -0-110 -0.3% 130-240
Close 131-260 131-220 -0-040 -0.1% 131-180
Range 0-130 0-150 0-020 15.4% 0-280
ATR 0-138 0-139 0-001 0.6% 0-000
Volume 5,936 5,356 -580 -9.8% 12,392
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 133-027 132-273 131-302
R3 132-197 132-123 131-261
R2 132-047 132-047 131-248
R1 131-293 131-293 131-234 131-255
PP 131-217 131-217 131-217 131-198
S1 131-143 131-143 131-206 131-105
S2 131-067 131-067 131-192
S3 130-237 130-313 131-179
S4 130-087 130-163 131-138
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
5 132-060 130-290 1-090 1.0% 0-154 0.4% 61% False False 4,870
10 132-060 130-240 1-140 1.1% 0-141 0.3% 65% False False 3,607
20 132-060 130-050 2-010 1.5% 0-114 0.3% 75% False False 2,981
40 132-060 126-270 5-110 4.1% 0-083 0.2% 91% False False 1,670
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-288
2.618 133-043
1.618 132-213
1.000 132-120
0.618 132-063
HIGH 131-290
0.618 131-233
0.500 131-215
0.382 131-197
LOW 131-140
0.618 131-047
1.000 130-310
1.618 130-217
2.618 130-067
4.250 129-142
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 131-218 131-260
PP 131-217 131-247
S1 131-215 131-233

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

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