ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 131-030 131-030 0-000 0.0% 131-110
High 131-120 131-180 0-060 0.1% 131-160
Low 130-310 131-000 0-010 0.0% 130-120
Close 131-100 131-120 0-020 0.0% 131-050
Range 0-130 0-180 0-050 38.5% 1-040
ATR 0-166 0-167 0-001 0.6% 0-000
Volume 6,743 7,267 524 7.8% 51,474
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 133-000 132-240 131-219
R3 132-140 132-060 131-170
R2 131-280 131-280 131-153
R1 131-200 131-200 131-136 131-240
PP 131-100 131-100 131-100 131-120
S1 131-020 131-020 131-104 131-060
S2 130-240 130-240 131-087
S3 130-060 130-160 131-070
S4 129-200 129-300 131-021
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 134-123 133-287 131-248
R3 133-083 132-247 131-149
R2 132-043 132-043 131-116
R1 131-207 131-207 131-083 131-105
PP 131-003 131-003 131-003 130-272
S1 130-167 130-167 131-017 130-065
S2 129-283 129-283 130-304
S3 128-243 129-127 130-271
S4 127-203 128-087 130-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-180 130-120 1-060 0.9% 0-168 0.4% 84% True False 8,710
10 132-050 130-120 1-250 1.4% 0-167 0.4% 56% False False 8,410
20 132-050 129-160 2-210 2.0% 0-170 0.4% 71% False False 5,196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-305
2.618 133-011
1.618 132-151
1.000 132-040
0.618 131-291
HIGH 131-180
0.618 131-111
0.500 131-090
0.382 131-069
LOW 131-000
0.618 130-209
1.000 130-140
1.618 130-029
2.618 129-169
4.250 128-195
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 131-110 131-092
PP 131-100 131-063
S1 131-090 131-035

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

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