ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 128-010 128-200 0-190 0.5% 127-280
High 128-040 128-230 0-190 0.5% 128-220
Low 128-010 128-200 0-190 0.5% 127-280
Close 128-040 128-230 0-190 0.5% 128-080
Range 0-030 0-030 0-000 0.0% 0-260
ATR 0-123 0-128 0-005 3.9% 0-000
Volume 117 113 -4 -3.4% 1,699
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 128-310 128-300 128-246
R3 128-280 128-270 128-238
R2 128-250 128-250 128-236
R1 128-240 128-240 128-233 128-245
PP 128-220 128-220 128-220 128-222
S1 128-210 128-210 128-227 128-215
S2 128-190 128-190 128-224
S3 128-160 128-180 128-222
S4 128-130 128-150 128-214
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 130-227 130-093 128-223
R3 129-287 129-153 128-152
R2 129-027 129-027 128-128
R1 128-213 128-213 128-104 128-280
PP 128-087 128-087 128-087 128-120
S1 127-273 127-273 128-056 128-020
S2 127-147 127-147 128-032
S3 126-207 127-013 128-008
S4 125-267 126-073 127-257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-230 127-210 1-020 0.8% 0-076 0.2% 100% True False 293
10 128-230 127-210 1-020 0.8% 0-044 0.1% 100% True False 233
20 129-260 126-270 2-310 2.3% 0-024 0.1% 63% False False 117
Crabel Price Patterns
NR False
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 False
Bear Hook False
Bull Hook False
Stretch 0-001
Fibonacci Retracements and Extensions
4.250 129-038
2.618 128-309
1.618 128-279
1.000 128-260
0.618 128-249
HIGH 128-230
0.618 128-219
0.500 128-215
0.382 128-211
LOW 128-200
0.618 128-181
1.000 128-170
1.618 128-151
2.618 128-121
4.250 128-072
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 128-225 128-173
PP 128-220 128-117
S1 128-215 128-060

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

View Archives - Comment on this page... - Back to Index of Symbols