ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 132-060 132-250 0-190 0.4% 132-020
High 132-260 132-260 0-000 0.0% 132-260
Low 132-050 132-160 0-110 0.3% 132-000
Close 132-250 132-260 0-010 0.0% 132-260
Range 0-210 0-100 -0-110 -52.4% 0-260
ATR 0-144 0-141 -0-003 -2.2% 0-000
Volume 30,612 24,560 -6,052 -19.8% 99,895
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 133-207 133-173 132-315
R3 133-107 133-073 132-288
R2 133-007 133-007 132-278
R1 132-293 132-293 132-269 132-310
PP 132-227 132-227 132-227 132-235
S1 132-193 132-193 132-251 132-210
S2 132-127 132-127 132-242
S3 132-027 132-093 132-232
S4 131-247 131-313 132-205
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 134-313 134-227 133-083
R3 134-053 133-287 133-012
R2 133-113 133-113 132-308
R1 133-027 133-027 132-284 133-070
PP 132-173 132-173 132-173 132-195
S1 132-087 132-087 132-236 132-130
S2 131-233 131-233 132-212
S3 130-293 131-147 132-188
S4 130-033 130-207 132-117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-260 132-000 0-260 0.6% 0-146 0.3% 100% True False 19,979
10 132-260 131-140 1-120 1.0% 0-133 0.3% 100% True False 12,516
20 132-260 130-050 2-210 2.0% 0-136 0.3% 100% True False 7,458
40 132-260 127-210 5-050 3.9% 0-102 0.2% 100% True False 4,263
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134-045
2.618 133-202
1.618 133-102
1.000 133-040
0.618 133-002
HIGH 132-260
0.618 132-222
0.500 132-210
0.382 132-198
LOW 132-160
0.618 132-098
1.000 132-060
1.618 131-318
2.618 131-218
4.250 131-055
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 132-243 132-217
PP 132-227 132-173
S1 132-210 132-130

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

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