ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 133-135 133-230 0-095 0.2% 133-040
High 133-260 133-270 0-010 0.0% 133-270
Low 133-050 133-155 0-105 0.2% 133-005
Close 133-245 133-260 0-015 0.0% 133-260
Range 0-210 0-115 -0-095 -45.2% 0-265
ATR 0-172 0-168 -0-004 -2.4% 0-000
Volume 1,319,020 1,130,586 -188,434 -14.3% 6,033,421
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 134-253 134-212 134-003
R3 134-138 134-097 133-292
R2 134-023 134-023 133-281
R1 133-302 133-302 133-271 134-002
PP 133-228 133-228 133-228 133-239
S1 133-187 133-187 133-249 133-208
S2 133-113 133-113 133-239
S3 132-318 133-072 133-228
S4 132-203 132-277 133-197
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 136-013 135-242 134-086
R3 135-068 134-297 134-013
R2 134-123 134-123 133-309
R1 134-032 134-032 133-284 134-078
PP 133-178 133-178 133-178 133-201
S1 133-087 133-087 133-236 133-132
S2 132-233 132-233 133-211
S3 131-288 132-142 133-187
S4 131-023 131-197 133-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-270 133-005 0-265 0.6% 0-161 0.4% 96% True False 1,206,684
10 133-270 132-175 1-095 1.0% 0-150 0.4% 98% True False 1,078,733
20 133-270 131-060 2-210 2.0% 0-157 0.4% 99% True False 1,005,836
40 133-270 128-180 5-090 3.9% 0-177 0.4% 99% True False 1,002,470
60 133-270 127-230 6-040 4.6% 0-188 0.4% 99% True False 1,019,713
80 133-270 127-230 6-040 4.6% 0-182 0.4% 99% True False 768,666
100 133-270 127-230 6-040 4.6% 0-170 0.4% 99% True False 614,983
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-036
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135-119
2.618 134-251
1.618 134-136
1.000 134-065
0.618 134-021
HIGH 133-270
0.618 133-226
0.500 133-212
0.382 133-199
LOW 133-155
0.618 133-084
1.000 133-040
1.618 132-289
2.618 132-174
4.250 131-306
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 133-244 133-219
PP 133-228 133-178
S1 133-212 133-138

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

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