ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 131-120 130-260 -0-180 -0.4% 130-290
High 131-170 130-260 -0-230 -0.5% 131-180
Low 130-190 130-110 -0-080 -0.2% 130-110
Close 130-240 130-220 -0-020 0.0% 130-220
Range 0-300 0-150 -0-150 -50.0% 1-070
ATR 0-176 0-175 -0-002 -1.1% 0-000
Volume 27,328 15,024 -12,304 -45.0% 62,881
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 132-007 131-263 130-302
R3 131-177 131-113 130-261
R2 131-027 131-027 130-248
R1 130-283 130-283 130-234 130-240
PP 130-197 130-197 130-197 130-175
S1 130-133 130-133 130-206 130-090
S2 130-047 130-047 130-192
S3 129-217 129-303 130-179
S4 129-067 129-153 130-138
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 134-167 133-263 131-114
R3 133-097 132-193 131-007
R2 132-027 132-027 130-292
R1 131-123 131-123 130-256 131-040
PP 130-277 130-277 130-277 130-235
S1 130-053 130-053 130-184 129-290
S2 129-207 129-207 130-148
S3 128-137 128-303 130-113
S4 127-067 127-233 130-006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-180 130-110 1-070 0.9% 0-182 0.4% 28% False True 12,576
10 131-180 130-110 1-070 0.9% 0-172 0.4% 28% False True 11,435
20 132-050 129-160 2-210 2.0% 0-174 0.4% 45% False False 7,296
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 0-035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-258
2.618 132-013
1.618 131-183
1.000 131-090
0.618 131-033
HIGH 130-260
0.618 130-203
0.500 130-185
0.382 130-167
LOW 130-110
0.618 130-017
1.000 129-280
1.618 129-187
2.618 129-037
4.250 128-112
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 130-208 130-305
PP 130-197 130-277
S1 130-185 130-248

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

View Archives - Comment on this page... - Back to Index of Symbols