ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 129-290 129-180 -0-110 -0.3% 129-150
High 130-040 129-180 -0-180 -0.4% 130-090
Low 129-050 128-300 -0-070 -0.2% 128-300
Close 129-190 129-000 -0-190 -0.5% 129-000
Range 0-310 0-200 -0-110 -35.5% 1-110
ATR 0-245 0-242 -0-002 -1.0% 0-000
Volume 4,861 6,321 1,460 30.0% 27,234
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 131-013 130-207 129-110
R3 130-133 130-007 129-055
R2 129-253 129-253 129-037
R1 129-127 129-127 129-018 129-090
PP 129-053 129-053 129-053 129-035
S1 128-247 128-247 128-302 128-210
S2 128-173 128-173 128-283
S3 127-293 128-047 128-265
S4 127-093 127-167 128-210
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 133-140 132-180 129-236
R3 132-030 131-070 129-118
R2 130-240 130-240 129-079
R1 129-280 129-280 129-039 129-205
PP 129-130 129-130 129-130 129-092
S1 128-170 128-170 128-281 128-095
S2 128-020 128-020 128-241
S3 126-230 127-060 128-202
S4 125-120 125-270 128-084
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% 0-242 0.6% 5% False True 5,446
10 130-090 127-070 3-020 2.4% 0-271 0.7% 58% False False 4,974
20 130-090 126-070 4-020 3.1% 0-228 0.6% 68% False False 3,028
40 131-050 126-070 4-300 3.8% 0-180 0.4% 56% False False 1,899
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 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-070
2.618 131-064
1.618 130-184
1.000 130-060
0.618 129-304
HIGH 129-180
0.618 129-104
0.500 129-080
0.382 129-056
LOW 128-300
0.618 128-176
1.000 128-100
1.618 127-296
2.618 127-096
4.250 126-090
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 129-080 129-195
PP 129-053 129-130
S1 129-027 129-065

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

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