ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 129-220 130-000 0-100 0.2% 129-150
High 130-010 130-090 0-080 0.2% 130-090
Low 129-210 129-180 -0-030 -0.1% 128-300
Close 129-250 130-050 0-120 0.3% 129-000
Range 0-120 0-230 0-110 91.7% 1-110
ATR 0-233 0-232 0-000 -0.1% 0-000
Volume 5,924 14,161 8,237 139.0% 27,234
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-050 131-280 130-176
R3 131-140 131-050 130-113
R2 130-230 130-230 130-092
R1 130-140 130-140 130-071 130-185
PP 130-000 130-000 130-000 130-022
S1 129-230 129-230 130-029 129-275
S2 129-090 129-090 130-008
S3 128-180 129-000 129-307
S4 127-270 128-090 129-244
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% 0-200 0.5% 91% True False 6,685
10 130-090 128-300 1-110 1.0% 0-222 0.5% 91% True False 6,254
20 130-090 126-070 4-020 3.1% 0-230 0.6% 97% True False 4,197
40 131-050 126-070 4-300 3.8% 0-196 0.5% 80% False False 2,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-108
2.618 132-052
1.618 131-142
1.000 131-000
0.618 130-232
HIGH 130-090
0.618 130-002
0.500 129-295
0.382 129-268
LOW 129-180
0.618 129-038
1.000 128-270
1.618 128-128
2.618 127-218
4.250 126-162
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 130-025 130-022
PP 130-000 129-313
S1 129-295 129-285

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

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