ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 131-240 131-260 0-020 0.0% 130-010
High 132-020 132-050 0-030 0.1% 131-210
Low 131-230 131-210 -0-020 0.0% 129-160
Close 131-280 132-030 0-070 0.2% 131-170
Range 0-110 0-160 0-050 45.5% 2-050
ATR 0-158 0-158 0-000 0.1% 0-000
Volume 2,839 6,772 3,933 138.5% 5,623
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 133-150 133-090 132-118
R3 132-310 132-250 132-074
R2 132-150 132-150 132-059
R1 132-090 132-090 132-045 132-120
PP 131-310 131-310 131-310 132-005
S1 131-250 131-250 132-015 131-280
S2 131-150 131-150 132-001
S3 130-310 131-090 131-306
S4 130-150 130-250 131-262
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 137-117 136-193 132-230
R3 135-067 134-143 132-040
R2 133-017 133-017 131-296
R1 132-093 132-093 131-233 132-215
PP 130-287 130-287 130-287 131-028
S1 130-043 130-043 131-107 130-165
S2 128-237 128-237 131-044
S3 126-187 127-313 130-300
S4 124-137 125-263 130-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-050 129-250 2-120 1.8% 0-194 0.5% 97% True False 2,874
10 132-050 129-160 2-210 2.0% 0-166 0.4% 98% True False 1,576
20 132-050 129-160 2-210 2.0% 0-130 0.3% 98% True False 891
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-090
2.618 133-149
1.618 132-309
1.000 132-210
0.618 132-149
HIGH 132-050
0.618 131-309
0.500 131-290
0.382 131-271
LOW 131-210
0.618 131-111
1.000 131-050
1.618 130-271
2.618 130-111
4.250 129-170
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 132-010 131-312
PP 131-310 131-273
S1 131-290 131-235

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

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