ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 129-210 129-070 -0-140 -0.3% 127-070
High 129-240 130-090 0-170 0.4% 130-030
Low 129-060 129-070 0-010 0.0% 127-070
Close 129-090 130-020 0-250 0.6% 129-150
Range 0-180 1-020 0-160 88.9% 2-280
ATR 0-232 0-240 0-008 3.3% 0-000
Volume 2,387 7,472 5,085 213.0% 22,515
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 133-013 132-197 130-207
R3 131-313 131-177 130-114
R2 130-293 130-293 130-082
R1 130-157 130-157 130-051 130-225
PP 129-273 129-273 129-273 129-308
S1 129-137 129-137 129-309 129-205
S2 128-253 128-253 129-278
S3 127-233 128-117 129-246
S4 126-213 127-097 129-153
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
5 130-090 128-300 1-110 1.0% 0-246 0.6% 84% True False 5,395
10 130-090 126-070 4-020 3.1% 0-288 0.7% 95% True False 4,401
20 130-090 126-070 4-020 3.1% 0-222 0.5% 95% True False 2,672
40 131-050 126-070 4-300 3.8% 0-168 0.4% 78% False False 1,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 134-255
2.618 133-020
1.618 132-000
1.000 131-110
0.618 130-300
HIGH 130-090
0.618 129-280
0.500 129-240
0.382 129-200
LOW 129-070
0.618 128-180
1.000 128-050
1.618 127-160
2.618 126-140
4.250 124-225
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 129-307 129-305
PP 129-273 129-270
S1 129-240 129-235

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

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