ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 26-Jan-2012

Day Change Summary
	Previous	Current
	25-Jan-2012	26-Jan-2012	Change	Change %	Previous Week
Open	129-250	130-200	0-270	0.7%	131-120
High	131-020	131-060	0-040	0.1%	131-120
Low	129-250	130-200	0-270	0.7%	129-300
Close	130-150	131-060	0-230	0.6%	129-310
Range	1-090	0-180	-0-230	-56.1%	1-140
ATR	0-152	0-157	0-006	3.7%	0-000
Volume	1,534	1,784	250	16.3%	938

Daily Pivots for day following 26-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-220	132-160	131-159
R3	132-040	131-300	131-110
R2	131-180	131-180	131-093
R1	131-120	131-120	131-076	131-150
PP	131-000	131-000	131-000	131-015
S1	130-260	130-260	131-044	130-290
S2	130-140	130-140	131-027
S3	129-280	130-080	131-010
S4	129-100	129-220	130-281

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	131-060	129-160	1-220	1.3%	0-200	0.5%	100%	True	False	857
10	131-140	129-160	1-300	1.5%	0-175	0.4%	87%	False	False	591
20	131-140	129-160	1-300	1.5%	0-128	0.3%	87%	False	False	341

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	133-185
2.618	132-211
1.618	132-031
1.000	131-240
0.618	131-171
HIGH	131-060
0.618	130-311
0.500	130-290
0.382	130-269
LOW	130-200
0.618	130-089
1.000	130-020
1.618	129-229
2.618	129-049
4.250	128-075

Fisher Pivots for day following 26-Jan-2012
Pivot	1 day	3 day
R1	131-030	130-293
PP	131-000	130-207
S1	130-290	130-120

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