ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 130-295 130-240 -0-055 -0.1% 131-045
High 130-315 131-045 0-050 0.1% 131-165
Low 130-170 130-225 0-055 0.1% 130-170
Close 130-230 130-240 0-010 0.0% 130-230
Range 0-145 0-140 -0-005 -3.4% 0-315
ATR 0-171 0-169 -0-002 -1.3% 0-000
Volume 968,420 567,625 -400,795 -41.4% 4,149,351
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 132-057 131-288 130-317
R3 131-237 131-148 130-278
R2 131-097 131-097 130-266
R1 131-008 131-008 130-253 130-310
PP 130-277 130-277 130-277 130-268
S1 130-188 130-188 130-227 130-170
S2 130-137 130-137 130-214
S3 129-317 130-048 130-202
S4 129-177 129-228 130-163
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 133-280 133-090 131-083
R3 132-285 132-095 130-317
R2 131-290 131-290 130-288
R1 131-100 131-100 130-259 131-038
PP 130-295 130-295 130-295 130-264
S1 130-105 130-105 130-201 130-042
S2 129-300 129-300 130-172
S3 128-305 129-110 130-143
S4 127-310 128-115 130-057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-165 130-170 0-315 0.8% 0-149 0.4% 22% False False 795,886
10 131-195 130-100 1-095 1.0% 0-170 0.4% 34% False False 933,320
20 131-195 130-030 1-165 1.2% 0-171 0.4% 43% False False 554,298
40 132-050 129-160 2-210 2.0% 0-169 0.4% 47% False False 279,261
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-000
2.618 132-092
1.618 131-272
1.000 131-185
0.618 131-132
HIGH 131-045
0.618 130-312
0.500 130-295
0.382 130-278
LOW 130-225
0.618 130-138
1.000 130-085
1.618 129-318
2.618 129-178
4.250 128-270
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 130-295 130-288
PP 130-277 130-272
S1 130-258 130-256

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

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