ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 132-040 132-100 0-060 0.1% 132-280
High 132-040 132-100 0-060 0.1% 132-280
Low 132-040 132-090 0-050 0.1% 132-100
Close 132-040 132-090 0-050 0.1% 132-220
Range 0-000 0-010 0-010 0-180
ATR 0-100 0-097 -0-003 -2.9% 0-000
Volume 4 4 0 0.0% 5
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 132-123 132-117 132-096
R3 132-113 132-107 132-093
R2 132-103 132-103 132-092
R1 132-097 132-097 132-091 132-095
PP 132-093 132-093 132-093 132-092
S1 132-087 132-087 132-089 132-085
S2 132-083 132-083 132-088
S3 132-073 132-077 132-087
S4 132-063 132-067 132-084
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 134-100 134-020 132-319
R3 133-240 133-160 132-270
R2 133-060 133-060 132-253
R1 132-300 132-300 132-236 132-250
PP 132-200 132-200 132-200 132-175
S1 132-120 132-120 132-204 132-070
S2 132-020 132-020 132-187
S3 131-160 131-260 132-170
S4 130-300 131-080 132-121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-220 132-040 0-180 0.4% 0-044 0.1% 28% False False 17
10 132-280 132-040 0-240 0.6% 0-022 0.1% 21% False False 9
20 133-290 131-230 2-060 1.7% 0-024 0.1% 26% False False 5
40 133-290 129-300 3-310 3.0% 0-012 0.0% 59% False False 3
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 0-000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-142
2.618 132-126
1.618 132-116
1.000 132-110
0.618 132-106
HIGH 132-100
0.618 132-096
0.500 132-095
0.382 132-094
LOW 132-090
0.618 132-084
1.000 132-080
1.618 132-074
2.618 132-064
4.250 132-048
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 132-095 132-100
PP 132-093 132-097
S1 132-092 132-093

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

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