ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 131-290 131-280 -0-010 0.0% 131-240
High 131-290 132-000 0-030 0.1% 132-060
Low 131-140 131-260 0-120 0.3% 131-140
Close 131-220 132-000 0-100 0.2% 132-000
Range 0-150 0-060 -0-090 -60.0% 0-240
ATR 0-139 0-136 -0-003 -2.0% 0-000
Volume 5,356 3,806 -1,550 -28.9% 25,270
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 132-160 132-140 132-033
R3 132-100 132-080 132-016
R2 132-040 132-040 132-011
R1 132-020 132-020 132-006 132-030
PP 131-300 131-300 131-300 131-305
S1 131-280 131-280 131-314 131-290
S2 131-240 131-240 131-309
S3 131-180 131-220 131-304
S4 131-120 131-160 131-287
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 134-040 133-260 132-132
R3 133-120 133-020 132-066
R2 132-200 132-200 132-044
R1 132-100 132-100 132-022 132-150
PP 131-280 131-280 131-280 131-305
S1 131-180 131-180 131-298 131-230
S2 131-040 131-040 131-276
S3 130-120 130-260 131-254
S4 129-200 130-020 131-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-060 131-140 0-240 0.6% 0-120 0.3% 75% False False 5,054
10 132-060 130-240 1-140 1.1% 0-130 0.3% 87% False False 3,766
20 132-060 130-050 2-010 1.5% 0-114 0.3% 91% False False 3,148
40 132-060 126-270 5-110 4.0% 0-084 0.2% 96% False False 1,765
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-024
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 132-255
2.618 132-157
1.618 132-097
1.000 132-060
0.618 132-037
HIGH 132-000
0.618 131-297
0.500 131-290
0.382 131-283
LOW 131-260
0.618 131-223
1.000 131-200
1.618 131-163
2.618 131-103
4.250 131-005
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 131-310 131-300
PP 131-300 131-280
S1 131-290 131-260

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

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