ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 129-250 130-035 0-105 0.3% 129-200
High 130-110 130-190 0-080 0.2% 130-155
Low 129-210 129-275 0-065 0.2% 129-035
Close 130-065 130-155 0-090 0.2% 129-270
Range 0-220 0-235 0-015 6.8% 1-120
ATR 0-246 0-245 -0-001 -0.3% 0-000
Volume 526,359 878,424 352,065 66.9% 4,073,588
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-165 132-075 130-284
R3 131-250 131-160 130-220
R2 131-015 131-015 130-198
R1 130-245 130-245 130-177 130-290
PP 130-100 130-100 130-100 130-122
S1 130-010 130-010 130-133 130-055
S2 129-185 129-185 130-112
S3 128-270 129-095 130-090
S4 128-035 128-180 130-026
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
5 130-190 129-035 1-155 1.1% 0-266 0.6% 93% True False 800,732
10 130-190 128-200 1-310 1.5% 0-261 0.6% 94% True False 876,988
20 130-200 128-200 2-000 1.5% 0-232 0.6% 93% False False 544,545
40 130-200 126-070 4-130 3.4% 0-230 0.6% 97% False False 273,817
60 131-050 126-070 4-300 3.8% 0-201 0.5% 86% False False 182,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-076
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-229
2.618 132-165
1.618 131-250
1.000 131-105
0.618 131-015
HIGH 130-190
0.618 130-100
0.500 130-072
0.382 130-045
LOW 129-275
0.618 129-130
1.000 129-040
1.618 128-215
2.618 127-300
4.250 126-236
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 130-128 130-117
PP 130-100 130-078
S1 130-072 130-040

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

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