ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 129-230 130-000 0-090 0.2% 128-310
High 130-020 130-070 0-050 0.1% 130-090
Low 129-230 129-220 -0-010 0.0% 128-310
Close 129-290 130-040 0-070 0.2% 129-190
Range 0-110 0-170 0-060 54.5% 1-100
ATR 0-228 0-224 -0-004 -1.8% 0-000
Volume 9,493 79,323 69,830 735.6% 45,272
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 131-193 131-127 130-134
R3 131-023 130-277 130-087
R2 130-173 130-173 130-071
R1 130-107 130-107 130-056 130-140
PP 130-003 130-003 130-003 130-020
S1 129-257 129-257 130-024 129-290
S2 129-153 129-153 130-009
S3 128-303 129-087 129-313
S4 128-133 128-237 129-266
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
5 130-090 129-150 0-260 0.6% 0-176 0.4% 81% False False 25,413
10 130-090 128-300 1-110 1.0% 0-218 0.5% 88% False False 15,274
20 130-090 126-070 4-020 3.1% 0-245 0.6% 96% False False 9,482
40 130-160 126-070 4-090 3.3% 0-197 0.5% 91% False False 5,246
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-152
2.618 131-195
1.618 131-025
1.000 130-240
0.618 130-175
HIGH 130-070
0.618 130-005
0.500 129-305
0.382 129-285
LOW 129-220
0.618 129-115
1.000 129-050
1.618 128-265
2.618 128-095
4.250 127-138
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 130-022 130-012
PP 130-003 129-303
S1 129-305 129-275

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

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