ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 129-165 131-100 1-255 1.4% 129-140
High 130-090 131-100 1-010 0.8% 130-090
Low 129-125 130-285 1-160 1.2% 128-245
Close 129-310 131-045 1-055 0.9% 129-310
Range 0-285 0-135 -0-150 -52.6% 1-165
ATR 0-235 0-249 0-014 5.9% 0-000
Volume 1,114,856 560,135 -554,721 -49.8% 4,654,866
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 132-122 132-058 131-119
R3 131-307 131-243 131-082
R2 131-172 131-172 131-070
R1 131-108 131-108 131-057 131-072
PP 131-037 131-037 131-037 131-019
S1 130-293 130-293 131-033 130-258
S2 130-222 130-222 131-020
S3 130-087 130-158 131-008
S4 129-272 130-023 130-291
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 134-070 133-195 130-257
R3 132-225 132-030 130-123
R2 131-060 131-060 130-079
R1 130-185 130-185 130-034 130-282
PP 129-215 129-215 129-215 129-264
S1 129-020 129-020 129-266 129-118
S2 128-050 128-050 129-221
S3 126-205 127-175 129-177
S4 125-040 126-010 129-043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-100 128-245 2-175 1.9% 0-263 0.6% 93% True False 1,043,000
10 131-100 128-200 2-220 2.0% 0-233 0.6% 94% True False 1,018,877
20 131-100 127-230 3-190 2.7% 0-247 0.6% 95% True False 1,097,928
40 131-195 127-230 3-285 3.0% 0-211 0.5% 88% False False 812,101
60 132-050 127-230 4-140 3.4% 0-194 0.5% 77% False False 542,695
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 0-050
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 133-034
2.618 132-133
1.618 131-318
1.000 131-235
0.618 131-183
HIGH 131-100
0.618 131-048
0.500 131-032
0.382 131-017
LOW 130-285
0.618 130-202
1.000 130-150
1.618 130-067
2.618 129-252
4.250 129-031
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 131-041 130-248
PP 131-037 130-130
S1 131-032 130-012

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

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