ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 07-Feb-2012

Day Change Summary
	Previous	Current
	06-Feb-2012	07-Feb-2012	Change	Change %	Previous Week
Open	131-175	131-190	0-015	0.0%	131-230
High	131-260	131-220	-0-040	-0.1%	132-110
Low	131-115	130-305	-0-130	-0.3%	131-095
Close	131-215	131-050	-0-165	-0.4%	131-105
Range	0-145	0-235	0-090	62.1%	1-015
ATR	0-206	0-208	0-002	1.0%	0-000
Volume	693,683	1,016,415	322,732	46.5%	5,284,120

Daily Pivots for day following 07-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-150	133-015	131-179
R3	132-235	132-100	131-115
R2	132-000	132-000	131-093
R1	131-185	131-185	131-072	131-135
PP	131-085	131-085	131-085	131-060
S1	130-270	130-270	131-028	130-220
S2	130-170	130-170	131-007
S3	129-255	130-035	130-305
S4	129-020	129-120	130-241

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-255	134-035	131-289
R3	133-240	133-020	131-197
R2	132-225	132-225	131-166
R1	132-005	132-005	131-136	131-268
PP	131-210	131-210	131-210	131-181
S1	130-310	130-310	131-074	130-252
S2	130-195	130-195	131-044
S3	129-180	129-295	131-013
S4	128-165	128-280	130-241

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-105	130-305	1-120	1.0%	0-189	0.5%	15%	False	True	992,460
10	132-110	129-310	2-120	1.8%	0-220	0.5%	50%	False	False	1,087,713
20	132-110	129-260	2-170	1.9%	0-205	0.5%	53%	False	False	1,000,947
40	132-110	129-210	2-220	2.0%	0-200	0.5%	56%	False	False	793,949
60	132-110	128-200	3-230	2.8%	0-212	0.5%	68%	False	False	674,775
80	132-110	126-070	6-040	4.7%	0-215	0.5%	81%	False	False	506,749
100	132-110	126-070	6-040	4.7%	0-194	0.5%	81%	False	False	405,513

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	0-041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-259
2.618	133-195
1.618	132-280
1.000	132-135
0.618	132-045
HIGH	131-220
0.618	131-130
0.500	131-102
0.382	131-075
LOW	130-305
0.618	130-160
1.000	130-070
1.618	129-245
2.618	129-010
4.250	127-266

Fisher Pivots for day following 07-Feb-2012
Pivot	1 day	3 day
R1	131-102	131-205
PP	131-085	131-153
S1	131-068	131-102

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