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

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