ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 129-170 129-110 -0-060 -0.1% 129-210
High 129-225 130-010 0-105 0.3% 130-020
Low 129-075 129-035 -0-040 -0.1% 128-200
Close 129-105 129-310 0-205 0.5% 129-220
Range 0-150 0-295 0-145 96.7% 1-140
ATR 0-238 0-242 0-004 1.7% 0-000
Volume 723,069 830,219 107,150 14.8% 4,727,553
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-150 132-045 130-152
R3 131-175 131-070 130-071
R2 130-200 130-200 130-044
R1 130-095 130-095 130-017 130-148
PP 129-225 129-225 129-225 129-251
S1 129-120 129-120 129-283 129-172
S2 128-250 128-250 129-256
S3 127-275 128-145 129-229
S4 126-300 127-170 129-148
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 133-247 133-053 130-153
R3 132-107 131-233 130-026
R2 130-287 130-287 129-304
R1 130-093 130-093 129-262 130-190
PP 129-147 129-147 129-147 129-195
S1 128-273 128-273 129-178 129-050
S2 128-007 128-007 129-136
S3 126-187 127-133 129-094
S4 125-047 125-313 128-287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-010 128-200 1-130 1.1% 0-245 0.6% 96% True False 947,747
10 130-200 128-200 2-000 1.5% 0-256 0.6% 67% False False 758,492
20 130-200 128-200 2-000 1.5% 0-237 0.6% 67% False False 386,883
40 130-200 126-070 4-130 3.4% 0-225 0.5% 85% False False 194,604
60 131-050 126-070 4-300 3.8% 0-185 0.4% 76% False False 129,916
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 0-070
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-304
2.618 132-142
1.618 131-167
1.000 130-305
0.618 130-192
HIGH 130-010
0.618 129-217
0.500 129-182
0.382 129-148
LOW 129-035
0.618 128-173
1.000 128-060
1.618 127-198
2.618 126-223
4.250 125-061
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 129-268 129-268
PP 129-225 129-225
S1 129-182 129-182

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

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