ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 132-075 132-020 -0-055 -0.1% 131-230
High 132-130 132-130 0-000 0.0% 132-170
Low 131-295 131-275 -0-020 0.0% 131-060
Close 131-310 132-060 0-070 0.2% 132-050
Range 0-155 0-175 0-020 12.9% 1-110
ATR 0-183 0-183 -0-001 -0.3% 0-000
Volume 765,514 955,178 189,664 24.8% 4,933,467
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 133-253 133-172 132-156
R3 133-078 132-317 132-108
R2 132-223 132-223 132-092
R1 132-142 132-142 132-076 132-182
PP 132-048 132-048 132-048 132-069
S1 131-287 131-287 132-044 132-008
S2 131-193 131-193 132-028
S3 131-018 131-112 132-012
S4 130-163 130-257 131-284
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 135-317 135-133 132-286
R3 134-207 134-023 132-168
R2 133-097 133-097 132-129
R1 132-233 132-233 132-089 133-005
PP 131-307 131-307 131-307 132-032
S1 131-123 131-123 132-011 131-215
S2 130-197 130-197 131-291
S3 129-087 130-013 131-252
S4 127-297 128-223 131-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-170 131-190 0-300 0.7% 0-162 0.4% 63% False False 881,967
10 132-170 131-060 1-110 1.0% 0-152 0.4% 74% False False 896,005
20 132-170 128-245 3-245 2.8% 0-167 0.4% 91% False False 951,184
40 132-170 127-230 4-260 3.6% 0-200 0.5% 93% False False 1,014,525
60 132-170 127-230 4-260 3.6% 0-193 0.5% 93% False False 810,353
80 132-170 127-230 4-260 3.6% 0-181 0.4% 93% False False 608,310
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 0-044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-234
2.618 133-268
1.618 133-093
1.000 132-305
0.618 132-238
HIGH 132-130
0.618 132-063
0.500 132-042
0.382 132-022
LOW 131-275
0.618 131-167
1.000 131-100
1.618 130-312
2.618 130-137
4.250 129-171
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 132-054 132-054
PP 132-048 132-048
S1 132-042 132-042

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

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