ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 129-150 129-280 0-130 0.3% 127-280
High 129-190 130-030 0-160 0.4% 128-130
Low 129-060 129-030 -0-030 -0.1% 126-070
Close 129-180 129-090 -0-090 -0.2% 127-070
Range 0-130 1-000 0-190 146.2% 2-060
ATR 0-235 0-241 0-006 2.6% 0-000
Volume 2,023 2,716 693 34.3% 6,935
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-157 131-283 129-266
R3 131-157 130-283 129-178
R2 130-157 130-157 129-149
R1 129-283 129-283 129-119 129-220
PP 129-157 129-157 129-157 129-125
S1 128-283 128-283 129-061 128-220
S2 128-157 128-157 129-031
S3 127-157 127-283 129-002
S4 126-157 126-283 128-234
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 133-270 132-230 128-135
R3 131-210 130-170 127-262
R2 129-150 129-150 127-198
R1 128-110 128-110 127-134 127-260
PP 127-090 127-090 127-090 127-005
S1 126-050 126-050 127-006 125-200
S2 125-030 125-030 126-262
S3 122-290 123-310 126-198
S4 120-230 121-250 126-005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-030 126-120 3-230 2.9% 0-312 0.8% 78% True False 3,675
10 130-030 126-070 3-280 3.0% 0-238 0.6% 79% True False 2,141
20 130-030 126-070 3-280 3.0% 0-208 0.5% 79% True False 1,570
40 131-050 126-070 4-300 3.8% 0-145 0.3% 62% False False 1,013
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-110
2.618 132-228
1.618 131-228
1.000 131-030
0.618 130-228
HIGH 130-030
0.618 129-228
0.500 129-190
0.382 129-152
LOW 129-030
0.618 128-152
1.000 128-030
1.618 127-152
2.618 126-152
4.250 124-270
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 129-190 129-090
PP 129-157 129-090
S1 129-123 129-090

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

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