ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 131-050 130-060 -0-310 -0.7% 131-120
High 131-060 130-090 -0-290 -0.7% 131-120
Low 130-110 129-300 -0-130 -0.3% 129-300
Close 130-140 129-310 -0-150 -0.4% 129-310
Range 0-270 0-110 -0-160 -59.3% 1-140
ATR 0-126 0-128 0-002 2.0% 0-000
Volume 240 109 -131 -54.6% 938
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 131-030 130-280 130-050
R3 130-240 130-170 130-020
R2 130-130 130-130 130-010
R1 130-060 130-060 130-000 130-040
PP 130-020 130-020 130-020 130-010
S1 129-270 129-270 129-300 129-250
S2 129-230 129-230 129-290
S3 129-120 129-160 129-280
S4 129-010 129-050 129-250
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 134-237 133-253 130-243
R3 133-097 132-113 130-116
R2 131-277 131-277 130-074
R1 130-293 130-293 130-032 130-215
PP 130-137 130-137 130-137 130-098
S1 129-153 129-153 129-268 129-075
S2 128-317 128-317 129-226
S3 127-177 128-013 129-184
S4 126-037 126-193 129-057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-140 129-300 1-160 1.2% 0-152 0.4% 2% False True 283
10 131-140 129-300 1-160 1.2% 0-114 0.3% 2% False True 249
Crabel Price Patterns
NR True
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 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-238
2.618 131-058
1.618 130-268
1.000 130-200
0.618 130-158
HIGH 130-090
0.618 130-048
0.500 130-035
0.382 130-022
LOW 129-300
0.618 129-232
1.000 129-190
1.618 129-122
2.618 129-012
4.250 128-152
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 130-035 130-180
PP 130-020 130-117
S1 130-005 130-053

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

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