ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 128-315 129-010 0-015 0.0% 128-185
High 129-060 129-225 0-165 0.4% 129-095
Low 128-200 128-300 0-100 0.2% 127-230
Close 129-020 129-190 0-170 0.4% 129-015
Range 0-180 0-245 0-065 36.1% 1-185
ATR 0-215 0-217 0-002 1.0% 0-000
Volume 886,468 952,202 65,734 7.4% 5,549,529
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 131-227 131-133 130-005
R3 130-302 130-208 129-257
R2 130-057 130-057 129-235
R1 129-283 129-283 129-212 130-010
PP 129-132 129-132 129-132 129-155
S1 129-038 129-038 129-168 129-085
S2 128-207 128-207 129-145
S3 127-282 128-113 129-123
S4 127-037 127-188 129-055
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 133-135 132-260 129-293
R3 131-270 131-075 129-154
R2 130-085 130-085 129-108
R1 129-210 129-210 129-061 129-308
PP 128-220 128-220 128-220 128-269
S1 128-025 128-025 128-289 128-122
S2 127-035 127-035 128-242
S3 125-170 126-160 128-196
S4 123-305 124-295 128-057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-225 127-265 1-280 1.4% 0-220 0.5% 94% True False 1,011,793
10 130-010 127-230 2-100 1.8% 0-262 0.6% 81% False False 1,185,390
20 131-165 127-230 3-255 2.9% 0-223 0.5% 49% False False 1,063,853
40 132-050 127-230 4-140 3.4% 0-194 0.5% 42% False False 605,035
60 132-050 127-230 4-140 3.4% 0-171 0.4% 42% False False 403,541
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-050
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-306
2.618 131-226
1.618 130-301
1.000 130-150
0.618 130-056
HIGH 129-225
0.618 129-131
0.500 129-102
0.382 129-074
LOW 128-300
0.618 128-149
1.000 128-055
1.618 127-224
2.618 126-299
4.250 125-219
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 129-161 129-141
PP 129-132 129-092
S1 129-102 129-042

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

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