ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 129-180 128-310 -0-190 -0.5% 129-150
High 129-180 129-260 0-080 0.2% 130-090
Low 128-300 128-310 0-010 0.0% 128-300
Close 129-000 129-230 0-230 0.6% 129-000
Range 0-200 0-270 0-070 35.0% 1-110
ATR 0-242 0-244 0-002 0.8% 0-000
Volume 6,321 1,548 -4,773 -75.5% 27,234
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-010 131-230 130-058
R3 131-060 130-280 129-304
R2 130-110 130-110 129-280
R1 130-010 130-010 129-255 130-060
PP 129-160 129-160 129-160 129-185
S1 129-060 129-060 129-205 129-110
S2 128-210 128-210 129-180
S3 127-260 128-110 129-156
S4 126-310 127-160 129-082
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% 0-260 0.6% 58% False False 4,517
10 130-090 128-150 1-260 1.4% 0-255 0.6% 69% False False 4,469
20 130-090 126-070 4-020 3.1% 0-228 0.5% 86% False False 3,088
40 131-050 126-070 4-300 3.8% 0-185 0.4% 71% False False 1,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-128
2.618 132-007
1.618 131-057
1.000 130-210
0.618 130-107
HIGH 129-260
0.618 129-157
0.500 129-125
0.382 129-093
LOW 128-310
0.618 128-143
1.000 128-040
1.618 127-193
2.618 126-243
4.250 125-122
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 129-195 129-210
PP 129-160 129-190
S1 129-125 129-170

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

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