ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	131-010	130-255	-0-075	-0.2%	131-035
High	131-025	130-270	-0-075	-0.2%	131-245
Low	130-190	130-120	-0-070	-0.2%	130-190
Close	130-295	130-205	-0-090	-0.2%	130-295
Range	0-155	0-150	-0-005	-3.2%	1-055
ATR	0-199	0-198	-0-002	-0.9%	0-000
Volume	825,779	978,155	152,376	18.5%	4,681,687

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-008	131-257	130-288
R3	131-178	131-107	130-246
R2	131-028	131-028	130-232
R1	130-277	130-277	130-219	130-238
PP	130-198	130-198	130-198	130-179
S1	130-127	130-127	130-191	130-088
S2	130-048	130-048	130-178
S3	129-218	129-297	130-164
S4	129-068	129-147	130-122

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-195	133-300	131-181
R3	133-140	132-245	131-078
R2	132-085	132-085	131-044
R1	131-190	131-190	131-009	131-110
PP	131-030	131-030	131-030	130-310
S1	130-135	130-135	130-261	130-055
S2	129-295	129-295	130-226
S3	128-240	129-080	130-192
S4	127-185	128-025	130-089

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-245	130-120	1-125	1.1%	0-186	0.4%	19%	False	True	977,576
10	131-245	130-120	1-125	1.1%	0-186	0.4%	19%	False	True	986,467
20	132-110	129-275	2-155	1.9%	0-197	0.5%	31%	False	False	1,032,526
40	132-110	129-250	2-180	2.0%	0-193	0.5%	34%	False	False	857,044
60	132-110	128-200	3-230	2.8%	0-209	0.5%	54%	False	False	819,824
80	132-110	126-070	6-040	4.7%	0-218	0.5%	72%	False	False	617,239
100	132-110	126-070	6-040	4.7%	0-204	0.5%	72%	False	False	493,993

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-040
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	132-268
2.618	132-023
1.618	131-193
1.000	131-100
0.618	131-043
HIGH	130-270
0.618	130-213
0.500	130-195
0.382	130-177
LOW	130-120
0.618	130-027
1.000	129-290
1.618	129-197
2.618	129-047
4.250	128-122

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	130-202	131-018
PP	130-198	130-293
S1	130-195	130-249

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