ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 132-100 131-290 -0-130 -0.3% 132-210
High 132-100 131-290 -0-130 -0.3% 132-210
Low 132-090 131-290 -0-120 -0.3% 131-290
Close 132-090 131-290 -0-120 -0.3% 131-290
Range 0-010 0-000 -0-010 -100.0% 0-240
ATR 0-097 0-099 0-002 1.7% 0-000
Volume 4 1 -3 -75.0% 89
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 131-290 131-290 131-290
R3 131-290 131-290 131-290
R2 131-290 131-290 131-290
R1 131-290 131-290 131-290 131-290
PP 131-290 131-290 131-290 131-290
S1 131-290 131-290 131-290 131-290
S2 131-290 131-290 131-290
S3 131-290 131-290 131-290
S4 131-290 131-290 131-290
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 134-130 133-290 132-102
R3 133-210 133-050 132-036
R2 132-290 132-290 132-014
R1 132-130 132-130 131-312 132-090
PP 132-050 132-050 132-050 132-030
S1 131-210 131-210 131-268 131-170
S2 131-130 131-130 131-246
S3 130-210 130-290 131-224
S4 129-290 130-050 131-158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-210 131-290 0-240 0.6% 0-024 0.1% 0% False True 17
10 132-280 131-290 0-310 0.7% 0-022 0.1% 0% False True 9
20 133-290 131-290 2-000 1.5% 0-011 0.0% 0% False True 5
40 133-290 130-000 3-290 3.0% 0-012 0.0% 49% 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
4.250 131-290
2.618 131-290
1.618 131-290
1.000 131-290
0.618 131-290
HIGH 131-290
0.618 131-290
0.500 131-290
0.382 131-290
LOW 131-290
0.618 131-290
1.000 131-290
1.618 131-290
2.618 131-290
4.250 131-290
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 131-290 132-035
PP 131-290 132-013
S1 131-290 131-312

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

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