ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 132-210 132-170 -0-040 -0.1% 132-020
High 132-220 132-170 -0-050 -0.1% 132-260
Low 132-120 132-030 -0-090 -0.2% 132-000
Close 132-190 132-090 -0-100 -0.2% 132-260
Range 0-100 0-140 0-040 40.0% 0-260
ATR 0-140 0-142 0-001 1.0% 0-000
Volume 21,726 42,559 20,833 95.9% 99,895
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 133-197 133-123 132-167
R3 133-057 132-303 132-128
R2 132-237 132-237 132-116
R1 132-163 132-163 132-103 132-130
PP 132-097 132-097 132-097 132-080
S1 132-023 132-023 132-077 131-310
S2 131-277 131-277 132-064
S3 131-137 131-203 132-052
S4 130-317 131-063 132-013
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% 0-144 0.3% 35% False False 27,095
10 132-260 131-140 1-120 1.0% 0-131 0.3% 61% False False 17,927
20 132-260 130-050 2-210 2.0% 0-142 0.3% 80% False False 10,561
40 132-260 127-210 5-050 3.9% 0-108 0.3% 90% False False 5,870
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 0-009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-125
2.618 133-217
1.618 133-077
1.000 132-310
0.618 132-257
HIGH 132-170
0.618 132-117
0.500 132-100
0.382 132-083
LOW 132-030
0.618 131-263
1.000 131-210
1.618 131-123
2.618 130-303
4.250 130-075
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 132-100 132-145
PP 132-097 132-127
S1 132-093 132-108

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

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