ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 130-200 130-260 0-060 0.1% 130-090
High 130-300 131-000 0-020 0.0% 130-140
Low 130-200 130-220 0-020 0.0% 130-000
Close 130-300 130-220 -0-080 -0.2% 130-140
Range 0-100 0-100 0-000 0.0% 0-140
ATR 0-000 0-105 0-105 0-000
Volume 742 313 -429 -57.8% 116
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 131-233 131-167 130-275
R3 131-133 131-067 130-248
R2 131-033 131-033 130-238
R1 130-287 130-287 130-229 130-270
PP 130-253 130-253 130-253 130-245
S1 130-187 130-187 130-211 130-170
S2 130-153 130-153 130-202
S3 130-053 130-087 130-192
S4 129-273 129-307 130-165
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 131-193 131-147 130-217
R3 131-053 131-007 130-178
R2 130-233 130-233 130-166
R1 130-187 130-187 130-153 130-210
PP 130-093 130-093 130-093 130-105
S1 130-047 130-047 130-127 130-070
S2 129-273 129-273 130-114
S3 129-133 129-227 130-102
S4 128-313 129-087 130-063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-000 130-040 0-280 0.7% 0-076 0.2% 64% True False 215
10 131-000 130-000 1-000 0.8% 0-068 0.2% 69% True False 123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0-009
Fibonacci Retracements and Extensions
4.250 132-105
2.618 131-262
1.618 131-162
1.000 131-100
0.618 131-062
HIGH 131-000
0.618 130-282
0.500 130-270
0.382 130-258
LOW 130-220
0.618 130-158
1.000 130-120
1.618 130-058
2.618 129-278
4.250 129-115
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 130-270 130-215
PP 130-253 130-210
S1 130-237 130-205

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

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