ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 131-100 131-020 -0-080 -0.2% 129-140
High 131-100 131-235 0-135 0.3% 130-090
Low 130-285 130-295 0-010 0.0% 128-245
Close 131-045 131-190 0-145 0.3% 129-310
Range 0-135 0-260 0-125 92.6% 1-165
ATR 0-249 0-249 0-001 0.3% 0-000
Volume 560,135 1,384,035 823,900 147.1% 4,654,866
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 133-273 133-172 132-013
R3 133-013 132-232 131-262
R2 132-073 132-073 131-238
R1 131-292 131-292 131-214 132-022
PP 131-133 131-133 131-133 131-159
S1 131-032 131-032 131-166 131-082
S2 130-193 130-193 131-142
S3 129-253 130-092 131-118
S4 128-313 129-152 131-047
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
5 131-235 128-245 2-310 2.3% 0-266 0.6% 95% True False 1,126,064
10 131-235 128-245 2-310 2.3% 0-241 0.6% 95% True False 1,068,634
20 131-235 127-230 4-005 3.1% 0-253 0.6% 96% True False 1,138,748
40 131-235 127-230 4-005 3.1% 0-212 0.5% 96% True False 846,523
60 132-050 127-230 4-140 3.4% 0-197 0.5% 87% False False 565,757
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 0-048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-060
2.618 133-276
1.618 133-016
1.000 132-175
0.618 132-076
HIGH 131-235
0.618 131-136
0.500 131-105
0.382 131-074
LOW 130-295
0.618 130-134
1.000 130-035
1.618 129-194
2.618 128-254
4.250 127-150
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 131-162 131-080
PP 131-133 130-290
S1 131-105 130-180

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

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