ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 132-205 132-280 0-075 0.2% 132-045
High 133-040 133-085 0-045 0.1% 132-225
Low 132-190 132-265 0-075 0.2% 131-275
Close 132-295 132-290 -0-005 0.0% 132-205
Range 0-170 0-140 -0-030 -17.6% 0-270
ATR 0-179 0-176 -0-003 -1.5% 0-000
Volume 986,618 1,211,571 224,953 22.8% 4,395,924
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 134-100 134-015 133-047
R3 133-280 133-195 133-008
R2 133-140 133-140 132-316
R1 133-055 133-055 132-303 133-098
PP 133-000 133-000 133-000 133-021
S1 132-235 132-235 132-277 132-278
S2 132-180 132-180 132-264
S3 132-040 132-095 132-252
S4 131-220 131-275 132-213
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 134-298 134-202 133-034
R3 134-028 133-252 132-279
R2 133-078 133-078 132-254
R1 132-302 132-302 132-230 133-030
PP 132-128 132-128 132-128 132-152
S1 132-032 132-032 132-180 132-080
S2 131-178 131-178 132-156
S3 130-228 131-082 132-131
S4 129-278 130-132 132-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-085 131-295 1-110 1.0% 0-161 0.4% 73% True False 975,021
10 133-085 131-190 1-215 1.3% 0-162 0.4% 79% True False 928,494
20 133-085 131-000 2-085 1.7% 0-153 0.4% 84% True False 926,941
40 133-085 127-230 5-175 4.2% 0-200 0.5% 94% True False 1,029,536
60 133-085 127-230 5-175 4.2% 0-192 0.5% 94% True False 890,797
80 133-085 127-230 5-175 4.2% 0-185 0.4% 94% True False 669,229
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-043
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-040
2.618 134-132
1.618 133-312
1.000 133-225
0.618 133-172
HIGH 133-085
0.618 133-032
0.500 133-015
0.382 132-318
LOW 132-265
0.618 132-178
1.000 132-125
1.618 132-038
2.618 131-218
4.250 130-310
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 133-015 132-298
PP 133-000 132-295
S1 132-305 132-292

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

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