ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 129-150 129-210 0-060 0.1% 127-070
High 130-000 129-240 -0-080 -0.2% 130-030
Low 129-140 129-060 -0-080 -0.2% 127-070
Close 129-260 129-090 -0-170 -0.4% 129-150
Range 0-180 0-180 0-000 0.0% 2-280
ATR 0-234 0-232 -0-002 -1.1% 0-000
Volume 6,193 2,387 -3,806 -61.5% 22,515
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 131-030 130-240 129-189
R3 130-170 130-060 129-140
R2 129-310 129-310 129-123
R1 129-200 129-200 129-106 129-165
PP 129-130 129-130 129-130 129-112
S1 129-020 129-020 129-074 128-305
S2 128-270 128-270 129-057
S3 128-090 128-160 129-040
S4 127-230 127-300 128-311
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
5 130-030 128-300 1-050 0.9% 0-204 0.5% 30% False False 4,305
10 130-030 126-070 3-280 3.0% 0-272 0.7% 79% False False 3,690
20 130-030 126-070 3-280 3.0% 0-214 0.5% 79% False False 2,324
40 131-050 126-070 4-300 3.8% 0-159 0.4% 62% False False 1,433
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 0-027
Fibonacci Retracements and Extensions
4.250 132-045
2.618 131-071
1.618 130-211
1.000 130-100
0.618 130-031
HIGH 129-240
0.618 129-171
0.500 129-150
0.382 129-129
LOW 129-060
0.618 128-269
1.000 128-200
1.618 128-089
2.618 127-229
4.250 126-255
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 129-150 129-150
PP 129-130 129-130
S1 129-110 129-110

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

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