ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 22-Feb-2012

Day Change Summary
	Previous	Current
	21-Feb-2012	22-Feb-2012	Change	Change %	Previous Week
Open	130-255	130-175	-0-080	-0.2%	131-035
High	130-270	131-030	0-080	0.2%	131-245
Low	130-120	130-120	0-000	0.0%	130-190
Close	130-205	131-015	0-130	0.3%	130-295
Range	0-150	0-230	0-080	53.3%	1-055
ATR	0-198	0-200	0-002	1.2%	0-000
Volume	978,155	988,564	10,409	1.1%	4,681,687

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-318	132-237	131-142
R3	132-088	132-007	131-078
R2	131-178	131-178	131-057
R1	131-097	131-097	131-036	131-138
PP	130-268	130-268	130-268	130-289
S1	130-187	130-187	130-314	130-228
S2	130-038	130-038	130-293
S3	129-128	129-277	130-272
S4	128-218	129-047	130-208

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%	0-201	0.5%	48%	False	True	973,253
10	131-245	130-120	1-125	1.1%	0-185	0.4%	48%	False	True	983,682
20	132-110	129-310	2-120	1.8%	0-202	0.5%	45%	False	False	1,035,698
40	132-110	129-250	2-180	2.0%	0-195	0.5%	49%	False	False	870,974
60	132-110	128-200	3-230	2.8%	0-209	0.5%	65%	False	False	833,380
80	132-110	126-070	6-040	4.7%	0-218	0.5%	79%	False	False	629,591
100	132-110	126-070	6-040	4.7%	0-204	0.5%	79%	False	False	503,795

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	0-042
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-048
2.618	132-312
1.618	132-082
1.000	131-260
0.618	131-172
HIGH	131-030
0.618	130-262
0.500	130-235
0.382	130-208
LOW	130-120
0.618	129-298
1.000	129-210
1.618	129-068
2.618	128-158
4.250	127-102

Fisher Pivots for day following 22-Feb-2012
Pivot	1 day	3 day
R1	130-302	130-302
PP	130-268	130-268
S1	130-235	130-235

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