ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 128-310 129-240 0-250 0.6% 129-150
High 129-260 130-020 0-080 0.2% 130-090
Low 128-310 129-160 0-170 0.4% 128-300
Close 129-230 129-190 -0-040 -0.1% 129-000
Range 0-270 0-180 -0-090 -33.3% 1-110
ATR 0-244 0-240 -0-005 -1.9% 0-000
Volume 1,548 5,472 3,924 253.5% 27,234
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 131-130 131-020 129-289
R3 130-270 130-160 129-240
R2 130-090 130-090 129-223
R1 129-300 129-300 129-206 129-265
PP 129-230 129-230 129-230 129-212
S1 129-120 129-120 129-174 129-085
S2 129-050 129-050 129-157
S3 128-190 128-260 129-140
S4 128-010 128-080 129-091
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% 49% False False 5,134
10 130-090 128-300 1-110 1.0% 0-232 0.6% 49% False False 4,720
20 130-090 126-070 4-020 3.1% 0-230 0.6% 83% False False 3,344
40 131-050 126-070 4-300 3.8% 0-189 0.5% 68% False False 2,074
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-038
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132-145
2.618 131-171
1.618 130-311
1.000 130-200
0.618 130-131
HIGH 130-020
0.618 129-271
0.500 129-250
0.382 129-229
LOW 129-160
0.618 129-049
1.000 128-300
1.618 128-189
2.618 128-009
4.250 127-035
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 129-250 129-180
PP 129-230 129-170
S1 129-210 129-160

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

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