ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 129-240 129-220 -0-020 0.0% 129-150
High 130-020 130-010 -0-010 0.0% 130-090
Low 129-160 129-210 0-050 0.1% 128-300
Close 129-190 129-250 0-060 0.1% 129-000
Range 0-180 0-120 -0-060 -33.3% 1-110
ATR 0-240 0-233 -0-007 -3.0% 0-000
Volume 5,472 5,924 452 8.3% 27,234
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 130-303 130-237 129-316
R3 130-183 130-117 129-283
R2 130-063 130-063 129-272
R1 129-317 129-317 129-261 130-030
PP 129-263 129-263 129-263 129-280
S1 129-197 129-197 129-239 129-230
S2 129-143 129-143 129-228
S3 129-023 129-077 129-217
S4 128-223 128-277 129-184
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
5 130-040 128-300 1-060 0.9% 0-216 0.5% 71% False False 4,825
10 130-090 128-300 1-110 1.0% 0-231 0.6% 63% False False 5,110
20 130-090 126-070 4-020 3.1% 0-228 0.6% 88% False False 3,550
40 131-050 126-070 4-300 3.8% 0-192 0.5% 72% False False 2,223
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 131-200
2.618 131-004
1.618 130-204
1.000 130-130
0.618 130-084
HIGH 130-010
0.618 129-284
0.500 129-270
0.382 129-256
LOW 129-210
0.618 129-136
1.000 129-090
1.618 129-016
2.618 128-216
4.250 128-020
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 129-270 129-222
PP 129-263 129-193
S1 129-257 129-165

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

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