ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 130-115 129-250 -0-185 -0.4% 129-200
High 130-155 130-110 -0-045 -0.1% 130-155
Low 129-225 129-210 -0-015 0.0% 129-035
Close 129-270 130-065 0-115 0.3% 129-270
Range 0-250 0-220 -0-030 -12.0% 1-120
ATR 0-248 0-246 -0-002 -0.8% 0-000
Volume 770,309 526,359 -243,950 -31.7% 4,073,588
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-042 131-273 130-186
R3 131-142 131-053 130-126
R2 130-242 130-242 130-105
R1 130-153 130-153 130-085 130-198
PP 130-022 130-022 130-022 130-044
S1 129-253 129-253 130-045 129-298
S2 129-122 129-122 130-025
S3 128-222 129-033 130-004
S4 128-002 128-133 129-264
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 133-300 133-085 130-192
R3 132-180 131-285 130-071
R2 131-060 131-060 130-031
R1 130-165 130-165 129-310 130-272
PP 129-260 129-260 129-260 129-314
S1 129-045 129-045 129-230 129-152
S2 128-140 128-140 129-189
S3 127-020 127-245 129-149
S4 125-220 126-125 129-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-155 129-035 1-120 1.1% 0-249 0.6% 80% False False 769,661
10 130-155 128-200 1-275 1.4% 0-258 0.6% 85% False False 895,545
20 130-200 128-200 2-000 1.5% 0-234 0.6% 79% False False 500,701
40 130-200 126-070 4-130 3.4% 0-231 0.6% 90% False False 251,865
60 131-050 126-070 4-300 3.8% 0-198 0.5% 81% False False 168,166
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0-070
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-085
2.618 132-046
1.618 131-146
1.000 131-010
0.618 130-246
HIGH 130-110
0.618 130-026
0.500 130-000
0.382 129-294
LOW 129-210
0.618 129-074
1.000 128-310
1.618 128-174
2.618 127-274
4.250 126-235
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 130-043 130-037
PP 130-022 130-008
S1 130-000 129-300

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

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