ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 133-205 133-130 -0-075 -0.2% 133-195
High 133-285 133-270 -0-015 0.0% 133-285
Low 133-110 133-105 -0-005 0.0% 133-040
Close 133-175 133-245 0-070 0.2% 133-245
Range 0-175 0-165 -0-010 -5.7% 0-245
ATR 0-167 0-167 0-000 -0.1% 0-000
Volume 1,854,399 1,218,274 -636,125 -34.3% 6,399,905
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 135-062 134-318 134-016
R3 134-217 134-153 133-290
R2 134-052 134-052 133-275
R1 133-308 133-308 133-260 134-020
PP 133-207 133-207 133-207 133-222
S1 133-143 133-143 133-230 133-175
S2 133-042 133-042 133-215
S3 132-197 132-298 133-200
S4 132-032 132-133 133-154
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 135-285 135-190 134-060
R3 135-040 134-265 133-312
R2 134-115 134-115 133-290
R1 134-020 134-020 133-267 134-068
PP 133-190 133-190 133-190 133-214
S1 133-095 133-095 133-223 133-142
S2 132-265 132-265 133-200
S3 132-020 132-170 133-178
S4 131-095 131-245 133-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-285 133-040 0-245 0.6% 0-154 0.4% 84% False False 1,279,981
10 133-285 133-005 0-280 0.7% 0-158 0.4% 86% False False 1,243,332
20 133-285 131-275 2-010 1.5% 0-154 0.4% 94% False False 1,079,157
40 133-285 128-245 5-040 3.8% 0-171 0.4% 98% False False 1,040,586
60 133-285 127-230 6-055 4.6% 0-186 0.4% 98% False False 1,038,006
80 133-285 127-230 6-055 4.6% 0-184 0.4% 98% False False 848,451
100 133-285 127-230 6-055 4.6% 0-173 0.4% 98% False False 678,981
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-011
2.618 135-062
1.618 134-217
1.000 134-115
0.618 134-052
HIGH 133-270
0.618 133-207
0.500 133-188
0.382 133-168
LOW 133-105
0.618 133-003
1.000 132-260
1.618 132-158
2.618 131-313
4.250 131-044
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 133-226 133-228
PP 133-207 133-212
S1 133-188 133-195

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

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