ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 130-230 130-260 0-030 0.1% 130-170
High 131-000 131-000 0-000 0.0% 131-000
Low 130-150 130-230 0-080 0.2% 130-030
Close 130-300 130-300 0-000 0.0% 130-300
Range 0-170 0-090 -0-080 -47.1% 0-290
ATR 0-178 0-172 -0-006 -3.5% 0-000
Volume 103,983 328,579 224,596 216.0% 495,494
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 131-233 131-197 131-030
R3 131-143 131-107 131-005
R2 131-053 131-053 130-316
R1 131-017 131-017 130-308 131-035
PP 130-283 130-283 130-283 130-292
S1 130-247 130-247 130-292 130-265
S2 130-193 130-193 130-284
S3 130-103 130-157 130-275
S4 130-013 130-067 130-250
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 133-127 133-023 131-140
R3 132-157 132-053 131-060
R2 131-187 131-187 131-033
R1 131-083 131-083 131-007 131-135
PP 130-217 130-217 130-217 130-242
S1 130-113 130-113 130-273 130-165
S2 129-247 129-247 130-247
S3 128-277 129-143 130-220
S4 127-307 128-173 130-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-000 130-030 0-290 0.7% 0-156 0.4% 93% True False 102,103
10 131-180 130-030 1-150 1.1% 0-174 0.4% 57% False False 56,551
20 132-050 130-030 2-020 1.6% 0-161 0.4% 41% False False 31,862
40 132-050 129-160 2-210 2.0% 0-144 0.3% 54% False False 16,102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 132-062
2.618 131-236
1.618 131-146
1.000 131-090
0.618 131-056
HIGH 131-000
0.618 130-286
0.500 130-275
0.382 130-264
LOW 130-230
0.618 130-174
1.000 130-140
1.618 130-084
2.618 129-314
4.250 129-168
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 130-292 130-260
PP 130-283 130-220
S1 130-275 130-180

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

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