ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 128-265 129-165 0-220 0.5% 128-315
High 129-175 130-090 0-235 0.6% 130-020
Low 128-245 129-125 0-200 0.5% 128-200
Close 129-120 129-310 0-190 0.5% 129-155
Range 0-250 0-285 0-035 14.0% 1-140
ATR 0-230 0-235 0-004 1.8% 0-000
Volume 1,246,354 1,114,856 -131,498 -10.6% 4,973,777
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 132-177 132-048 130-147
R3 131-212 131-083 130-068
R2 130-247 130-247 130-042
R1 130-118 130-118 130-016 130-182
PP 129-282 129-282 129-282 129-314
S1 129-153 129-153 129-284 129-218
S2 128-317 128-317 129-258
S3 128-032 128-188 129-232
S4 127-067 127-223 129-153
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 133-225 133-010 130-088
R3 132-085 131-190 129-282
R2 130-265 130-265 129-239
R1 130-050 130-050 129-197 130-158
PP 129-125 129-125 129-125 129-179
S1 128-230 128-230 129-113 129-018
S2 127-305 127-305 129-071
S3 126-165 127-090 129-028
S4 125-025 125-270 128-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-090 128-245 1-165 1.2% 0-287 0.7% 79% True False 1,145,541
10 130-090 128-180 1-230 1.3% 0-243 0.6% 82% True False 1,060,299
20 131-045 127-230 3-135 2.6% 0-248 0.6% 66% False False 1,118,342
40 131-195 127-230 3-285 3.0% 0-212 0.5% 58% False False 798,495
60 132-050 127-230 4-140 3.4% 0-194 0.5% 51% False False 533,371
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
4.250 134-021
2.618 132-196
1.618 131-231
1.000 131-055
0.618 130-266
HIGH 130-090
0.618 129-301
0.500 129-268
0.382 129-234
LOW 129-125
0.618 128-269
1.000 128-160
1.618 127-304
2.618 127-019
4.250 125-194
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 129-296 129-262
PP 129-282 129-215
S1 129-268 129-168

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

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