ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 131-095 131-125 0-030 0.1% 131-175
High 131-185 131-245 0-060 0.1% 131-260
Low 131-030 131-065 0-035 0.1% 130-180
Close 131-170 131-185 0-015 0.0% 131-125
Range 0-155 0-180 0-025 16.1% 1-080
ATR 0-197 0-196 -0-001 -0.6% 0-000
Volume 1,010,180 981,024 -29,156 -2.9% 4,898,519
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 133-065 132-305 131-284
R3 132-205 132-125 131-234
R2 132-025 132-025 131-218
R1 131-265 131-265 131-202 131-305
PP 131-165 131-165 131-165 131-185
S1 131-085 131-085 131-168 131-125
S2 130-305 130-305 131-152
S3 130-125 130-225 131-136
S4 129-265 130-045 131-086
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 135-002 134-143 132-025
R3 133-242 133-063 131-235
R2 132-162 132-162 131-198
R1 131-303 131-303 131-162 131-192
PP 131-082 131-082 131-082 131-026
S1 130-223 130-223 131-088 130-112
S2 130-002 130-002 131-052
S3 128-242 129-143 131-015
S4 127-162 128-063 130-225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-245 130-180 1-065 0.9% 0-183 0.4% 84% True False 1,004,325
10 132-105 130-180 1-245 1.3% 0-186 0.4% 58% False False 991,842
20 132-110 129-260 2-170 1.9% 0-203 0.5% 70% False False 1,044,489
40 132-110 129-250 2-180 1.9% 0-192 0.5% 70% False False 829,374
60 132-110 128-200 3-230 2.8% 0-208 0.5% 79% False False 773,330
80 132-110 126-070 6-040 4.7% 0-213 0.5% 88% False False 581,047
100 132-110 126-070 6-040 4.7% 0-203 0.5% 88% False False 465,028
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 0-048
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-050
2.618 133-076
1.618 132-216
1.000 132-105
0.618 132-036
HIGH 131-245
0.618 131-176
0.500 131-155
0.382 131-134
LOW 131-065
0.618 130-274
1.000 130-205
1.618 130-094
2.618 129-234
4.250 128-260
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 131-175 131-158
PP 131-165 131-132
S1 131-155 131-105

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

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