ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 129-280 129-060 -0-220 -0.5% 127-070
High 130-030 129-190 -0-160 -0.4% 130-030
Low 129-030 128-300 -0-050 -0.1% 127-070
Close 129-090 129-150 0-060 0.1% 129-150
Range 1-000 0-210 -0-110 -34.4% 2-280
ATR 0-241 0-239 -0-002 -0.9% 0-000
Volume 2,716 8,209 5,493 202.2% 22,515
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 131-097 131-013 129-266
R3 130-207 130-123 129-208
R2 129-317 129-317 129-188
R1 129-233 129-233 129-169 129-275
PP 129-107 129-107 129-107 129-128
S1 129-023 129-023 129-131 129-065
S2 128-217 128-217 129-112
S3 128-007 128-133 129-092
S4 127-117 127-243 129-034
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 137-177 136-123 131-016
R3 134-217 133-163 130-083
R2 131-257 131-257 129-319
R1 130-203 130-203 129-234 131-070
PP 128-297 128-297 128-297 129-070
S1 127-243 127-243 129-066 128-110
S2 126-017 126-017 128-301
S3 123-057 124-283 128-217
S4 120-097 122-003 127-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-030 127-070 2-280 2.2% 0-300 0.7% 78% False False 4,503
10 130-030 126-070 3-280 3.0% 0-256 0.6% 84% False False 2,945
20 130-030 126-070 3-280 3.0% 0-214 0.5% 84% False False 1,967
40 131-050 126-070 4-300 3.8% 0-150 0.4% 66% False False 1,219
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 False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-122
2.618 131-100
1.618 130-210
1.000 130-080
0.618 130-000
HIGH 129-190
0.618 129-110
0.500 129-085
0.382 129-060
LOW 128-300
0.618 128-170
1.000 128-090
1.618 127-280
2.618 127-070
4.250 126-048
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 129-128 129-165
PP 129-107 129-160
S1 129-085 129-155

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

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