ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 01-Feb-2012

Day Change Summary
	Previous	Current
	31-Jan-2012	01-Feb-2012	Change	Change %	Previous Week
Open	132-000	132-090	0-090	0.2%	130-110
High	132-110	132-090	-0-020	0.0%	131-265
Low	131-220	131-295	0-075	0.2%	129-260
Close	132-080	131-315	-0-085	-0.2%	131-230
Range	0-210	0-115	-0-095	-45.2%	2-005
ATR	0-214	0-207	-0-007	-3.3%	0-000
Volume	1,152,342	995,461	-156,881	-13.6%	5,749,264

Daily Pivots for day following 01-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-045	132-295	132-058
R3	132-250	132-180	132-027
R2	132-135	132-135	132-016
R1	132-065	132-065	132-006	132-042
PP	132-020	132-020	132-020	132-009
S1	131-270	131-270	131-304	131-248
S2	131-225	131-225	131-294
S3	131-110	131-155	131-283
S4	130-315	131-040	131-252

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-053	136-147	132-265
R3	135-048	134-142	132-087
R2	133-043	133-043	132-028
R1	132-137	132-137	131-289	132-250
PP	131-038	131-038	131-038	131-095
S1	130-132	130-132	131-171	130-245
S2	129-033	129-033	131-112
S3	127-028	128-127	131-053
S4	125-023	126-122	130-195

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-110	130-260	1-170	1.2%	0-183	0.4%	77%	False	False	1,069,837
10	132-110	129-260	2-170	1.9%	0-220	0.5%	86%	False	False	1,097,136
20	132-110	129-260	2-170	1.9%	0-204	0.5%	86%	False	False	957,359
40	132-110	129-035	3-075	2.5%	0-204	0.5%	89%	False	False	777,359
60	132-110	128-200	3-230	2.8%	0-214	0.5%	90%	False	False	609,065
80	132-110	126-070	6-040	4.6%	0-212	0.5%	94%	False	False	457,191
100	132-110	126-070	6-040	4.6%	0-186	0.4%	94%	False	False	365,844

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	133-259
2.618	133-071
1.618	132-276
1.000	132-205
0.618	132-161
HIGH	132-090
0.618	132-046
0.500	132-032
0.382	132-019
LOW	131-295
0.618	131-224
1.000	131-180
1.618	131-109
2.618	130-314
4.250	130-126

Fisher Pivots for day following 01-Feb-2012
Pivot	1 day	3 day
R1	132-032	132-005
PP	132-020	132-002
S1	132-008	131-318

Download as Excel Spreadsheet

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

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