ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 132-160 132-040 -0-120 -0.3% 132-280
High 132-160 132-040 -0-120 -0.3% 132-280
Low 132-050 132-040 -0-010 0.0% 132-100
Close 132-130 132-040 -0-090 -0.2% 132-220
Range 0-110 0-000 -0-110 -100.0% 0-180
ATR 0-101 0-100 -0-001 -0.8% 0-000
Volume 40 4 -36 -90.0% 5
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 132-040 132-040 132-040
R3 132-040 132-040 132-040
R2 132-040 132-040 132-040
R1 132-040 132-040 132-040 132-040
PP 132-040 132-040 132-040 132-040
S1 132-040 132-040 132-040 132-040
S2 132-040 132-040 132-040
S3 132-040 132-040 132-040
S4 132-040 132-040 132-040
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 134-100 134-020 132-319
R3 133-240 133-160 132-270
R2 133-060 133-060 132-253
R1 132-300 132-300 132-236 132-250
PP 132-200 132-200 132-200 132-175
S1 132-120 132-120 132-204 132-070
S2 132-020 132-020 132-187
S3 131-160 131-260 132-170
S4 130-300 131-080 132-121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-220 132-040 0-180 0.4% 0-042 0.1% 0% False True 17
10 132-280 132-040 0-240 0.6% 0-021 0.0% 0% False True 9
20 133-290 131-230 2-060 1.7% 0-024 0.1% 19% False False 5
40 133-290 129-230 4-060 3.2% 0-012 0.0% 57% False False 3
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-040
2.618 132-040
1.618 132-040
1.000 132-040
0.618 132-040
HIGH 132-040
0.618 132-040
0.500 132-040
0.382 132-040
LOW 132-040
0.618 132-040
1.000 132-040
1.618 132-040
2.618 132-040
4.250 132-040
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 132-040 132-125
PP 132-040 132-097
S1 132-040 132-068

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

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