ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 130-000 130-060 0-060 0.1% 128-310
High 130-090 130-080 -0-010 0.0% 130-090
Low 129-180 129-150 -0-030 -0.1% 128-310
Close 130-050 129-190 -0-180 -0.4% 129-190
Range 0-230 0-250 0-020 8.7% 1-100
ATR 0-232 0-234 0-001 0.5% 0-000
Volume 14,161 18,167 4,006 28.3% 45,272
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-037 131-203 130-008
R3 131-107 130-273 129-259
R2 130-177 130-177 129-236
R1 130-023 130-023 129-213 129-295
PP 129-247 129-247 129-247 129-222
S1 129-093 129-093 129-167 129-045
S2 128-317 128-317 129-144
S3 128-067 128-163 129-121
S4 127-137 127-233 129-052
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 133-177 132-283 130-101
R3 132-077 131-183 129-306
R2 130-297 130-297 129-267
R1 130-083 130-083 129-228 130-190
PP 129-197 129-197 129-197 129-250
S1 128-303 128-303 129-152 129-090
S2 128-097 128-097 129-113
S3 126-317 127-203 129-074
S4 125-217 126-103 128-279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-090 128-310 1-100 1.0% 0-210 0.5% 48% False False 9,054
10 130-090 128-300 1-110 1.0% 0-226 0.5% 49% False False 7,250
20 130-090 126-070 4-020 3.1% 0-241 0.6% 83% False False 5,097
40 130-160 126-070 4-090 3.3% 0-196 0.5% 79% False False 3,028
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-182
2.618 132-094
1.618 131-164
1.000 131-010
0.618 130-234
HIGH 130-080
0.618 129-304
0.500 129-275
0.382 129-246
LOW 129-150
0.618 128-316
1.000 128-220
1.618 128-066
2.618 127-136
4.250 126-048
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 129-275 129-280
PP 129-247 129-250
S1 129-218 129-220

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

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