ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 131-010 131-050 0-040 0.1% 130-170
High 131-020 131-060 0-040 0.1% 131-140
Low 131-010 130-110 -0-220 -0.5% 130-090
Close 131-010 130-140 -0-190 -0.5% 131-100
Range 0-010 0-270 0-260 2,600.0% 1-050
ATR 0-115 0-126 0-011 9.7% 0-000
Volume 177 240 63 35.6% 1,548
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 133-060 132-210 130-288
R3 132-110 131-260 130-214
R2 131-160 131-160 130-190
R1 130-310 130-310 130-165 130-260
PP 130-210 130-210 130-210 130-185
S1 130-040 130-040 130-115 129-310
S2 129-260 129-260 130-090
S3 128-310 129-090 130-066
S4 128-040 128-140 129-312
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 134-153 134-017 131-304
R3 133-103 132-287 131-202
R2 132-053 132-053 131-168
R1 131-237 131-237 131-134 131-305
PP 131-003 131-003 131-003 131-038
S1 130-187 130-187 131-066 130-255
S2 129-273 129-273 131-032
S3 128-223 129-137 130-318
S4 127-173 128-087 130-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-140 130-110 1-030 0.8% 0-150 0.4% 9% False True 324
10 131-140 130-020 1-120 1.1% 0-110 0.3% 27% False False 240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 134-248
2.618 133-127
1.618 132-177
1.000 132-010
0.618 131-227
HIGH 131-060
0.618 130-277
0.500 130-245
0.382 130-213
LOW 130-110
0.618 129-263
1.000 129-160
1.618 128-313
2.618 128-043
4.250 126-242
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 130-245 130-275
PP 130-210 130-230
S1 130-175 130-185

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

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