ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 129-195 129-170 -0-025 -0.1% 128-185
High 129-270 129-310 0-040 0.1% 129-095
Low 129-110 129-135 0-025 0.1% 127-230
Close 129-185 129-290 0-105 0.3% 129-015
Range 0-160 0-175 0-015 9.4% 1-185
ATR 0-213 0-210 -0-003 -1.3% 0-000
Volume 1,040,364 1,021,900 -18,464 -1.8% 5,549,529
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 131-130 131-065 130-066
R3 130-275 130-210 130-018
R2 130-100 130-100 130-002
R1 130-035 130-035 129-306 130-068
PP 129-245 129-245 129-245 129-261
S1 129-180 129-180 129-274 129-212
S2 129-070 129-070 129-258
S3 128-215 129-005 129-242
S4 128-040 128-150 129-194
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
5 129-310 128-180 1-130 1.1% 0-199 0.5% 96% True False 975,057
10 129-310 127-230 2-080 1.7% 0-226 0.5% 97% True False 1,069,248
20 131-165 127-230 3-255 2.9% 0-217 0.5% 58% False False 1,032,848
40 132-050 127-230 4-140 3.4% 0-197 0.5% 49% False False 656,316
60 132-050 127-230 4-140 3.4% 0-174 0.4% 49% False False 437,912
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 0-054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-094
2.618 131-128
1.618 130-273
1.000 130-165
0.618 130-098
HIGH 129-310
0.618 129-243
0.500 129-222
0.382 129-202
LOW 129-135
0.618 129-027
1.000 128-280
1.618 128-172
2.618 127-317
4.250 127-031
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 129-268 129-242
PP 129-245 129-193
S1 129-222 129-145

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

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