ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 129-070 129-290 0-220 0.5% 127-070
High 130-090 130-040 -0-050 -0.1% 130-030
Low 129-070 129-050 -0-020 0.0% 127-070
Close 130-020 129-190 -0-150 -0.4% 129-150
Range 1-020 0-310 -0-030 -8.8% 2-280
ATR 0-240 0-245 0-005 2.1% 0-000
Volume 7,472 4,861 -2,611 -34.9% 22,515
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-170 132-010 130-040
R3 131-180 131-020 129-275
R2 130-190 130-190 129-247
R1 130-030 130-030 129-218 129-275
PP 129-200 129-200 129-200 129-162
S1 129-040 129-040 129-162 128-285
S2 128-210 128-210 129-133
S3 127-220 128-050 129-105
S4 126-230 127-060 129-020
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% 0-244 0.6% 49% False False 5,824
10 130-090 126-120 3-290 3.0% 0-278 0.7% 82% False False 4,750
20 130-090 126-070 4-020 3.1% 0-228 0.6% 83% False False 2,738
40 131-050 126-070 4-300 3.8% 0-175 0.4% 68% False False 1,741
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-078
2.618 132-212
1.618 131-222
1.000 131-030
0.618 130-232
HIGH 130-040
0.618 129-242
0.500 129-205
0.382 129-168
LOW 129-050
0.618 128-178
1.000 128-060
1.618 127-188
2.618 126-198
4.250 125-012
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 129-205 129-230
PP 129-200 129-217
S1 129-195 129-203

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

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